I hate it when you find the perfect question, but with no answers! I don't suppose you found the answer all by yourself?
Here's hoping ...
Nop, no perfect solution to the perfect question yet.
Perfection of course would be for Adobe to add this option to the index menu.
IndexMaticPro does the trick, I guess. You can insert a query list and then either export the index to an InDesign snippet.
But it's a rather extensive script and thus more complicated then the easy to use Ctrl+7 and CTRL+SHFT+ALT+[ options.
We just upgraded to CS5.5 and the script still works - which I can't say for some other scripts and plug-ins that I bought - so that's a plus.
This post was in 2011. It's 2014 now and still need this feature. I have been searching for it for the last 3 hours, it's 2:30 in the morning and there's no hope in sight. Since I use CC I can't use the scripts like IndexMatic that did this in the past, they don't work with the UI. I really really don't have time to manually add 1900+ separate entries and click "add all" for each one. A little automation goes a long way.
I use IndexMatic with ID CC and no problem!
CC2018 and still the you need to use scripts for handling the problem.
For adding all occurences of the words in your list after you have done it (not working with inverted names): InDesign: Page references from topics | Peter Kahrel
For indexing one or more documents with the words in a list on another document: InDesign: InDesign: Index from word list | Peter Kahrel
For inverting names and family names after you have indexed them see this answer (please note you will need to fix the inversion script if you have German or Slavic authors) Index – Add All in a name list ---> InDesign CC
It's a pity becuse the shortcut are more powerful.