Is there a way to merge (import) only 1 obj from a file that has many objects into a scene (another file)?

If my source file has many objects, I find I always have to open that file first, delete all the other objects I don't want (to be merged in another scene), save that file under a different name, then reopen my destination file and import the object from the file I have just saved. Is there a quicker way of importing only 1 object and not having ALL the objects in that file imported in as well?

thanks