I'm not aware of any way to do this at present. You can use the Garmin Export macro to put the favorites in the first log (see here).
Since you have a Montana that reads GPX files directly, the only other way I can think of to do this would be to use a macro to generate a GPX file, post process the file to add the Favorite Points where you want them, then transfer the file to the GPSr.
Since you have a Montana that reads GPX files directly, the only other way I can think of to do this would be to use a macro to generate a GPX file, post process the file to add the Favorite Points where you want them, then transfer the file to the GPSr.
