Not exactly. 

There's a workaround you can use to load the configuration for multiple activities.  In your {Application Data}\Laserfiche\WF\Activity Proxy Generator folder (e.g., C:\Users\kevin.lee\AppData\Roaming\Laserfiche\WF\Activity Proxy Generator), there should be a file Configuration.xml.  This contains the configuration that is loaded by the utility when it starts.  If, after generating an activity proxy, you copy and rename this file, you can save that activity's configuration and it won't be overwritten the next time you use the utility.  Whenever you need to edit that specific activity's configuration, you'd need to rename it back to Configuration.xml before running the utility.  I know that's inconvenient, but it's probably faster and more reliable than reconfiguring every property every time.