Is there a way to capture a frame and then insert it into the timeline at the same point where it was captured? This would be good for stopping the action for a few seconds, and would be easier than exporting the captured frame to a file, and then having to re-import it. If there's a way to do that with PrPro, I hope someone will let men know.
The only way is the way you know. Export, import, insert.
The quick way is to Razor the clip at the frame you wish to freeze. Then strech it out as long as you wish (ignore the extra frames) and Frame Hold the first frame.