The bit about changing the Frame Default setting under Output Module Templates was a good suggestion. I was able to figure out which file format and alpha method to use (I actually think I’m going to go with a PNG/Premult. It has the lowest file size of any of the methods I’ve tried!)
If nothing else this method you’ve suggested will allow me to use the keyboard shortcut for Save Frame As File instead of mouse clicking to get to Save Frame As Photoshop Layers. PLUS it saves me the trouble of telling Premiere Pro how to handle the Photoshop file whence I import it.
I do about a hundred of these things a week, so even that little bit is a nice time/energy saver. 🙂 Thanks a lot!