Alpha sheets can now be added to games via the edit option in the alpha sheet display. In addition, statblock embedding should also work for the [sb=show][/sb] tags. Any problems, please post in experimental features with links to the sheet and the game.
I'd say just use the Hero Lab Editor to set up a new "Power". Essentially, you'll be writing up a custom "Device" (or whatever power you may be thinking of) , and adding it to the library of powers available for use.
I'll have to give that a try. As M+M 3e has become my go-to game it might be worth my while.
You could also just make a default "character" with the device already configured and save it as something like Template. Then open the template and save as your new character. Of course that only works if you're building from 'scratch' each time.