I do it a lot.
So, open up game once, reduce settings to low if you have a slow pc, I usually use windowed not full screen, start multiplayer session, copy code, start another session so you have 2 open sessions of the game, join multiplayer using code.
You can do this up to 4 custom PCs. Once the game starts, save in the host session and close the others.
But I don't think that is what the op is saying. I think he is referring to being able to save your characters and then starting a new game and using a pre-saved character. I really really want this too.
In BG 1 and 2 you could import characters either from excisting save files or by exporting them (say at the end of the game) and then importing them. I assume thats what the OP is referring to.
I hope it gets included, I loved doing that for the originals but at the same time im abit skeptical. Dont think its happening tbh