You can now add a set of participants to insights.

In the Charts section when you click on a particular pie chart section, you see a popup with the underlying highlights that were counted to generate that chart.

From this modal, you can click on the Add People to Insight button to add the list of people to an existing or new insight.

Add People to Insight Button

You can also add people that belong to a given combination of segments to an Insight as demonstrated above.