Honei Hooper wrote to offer this AutoCAD tip: "The Ncopy command can be used to easily copy an object or part of an object from an xref into your current drawing without having to open the xref. Just type Ncopy, and you will be prompted to select the nested objects you wish to copy. Select the object(s) or pieces of an object you wish to copy and hit Enter. You will then be prompted for a base point and you then can insert the object(s) wherever you need it on your drawing. Please note that this does not create a new block from the copied object(s)."

NOTES FROM CADALYST TIP PATROL:
This is an Express Tools command that saves a lot of time. Right-clicking on this xref shows a drop-down menu that provides an option to open the xref (provided the multiple document interface is set). Thanks, Honei!