In the external document:
1) Create a Name for your "list" Range of data.
2) Create the Data Validation pointing to this Named Range(this will be temporary used cell).
3) Copy the Data Validation cell.
Switch to your working document
4) Select the Cell where you want the Data Validation to appear, then Paste.
-->Note that same "Name" can not also exist for a Data Range in this file.
Switch back to the external document:
5) Delete the (temporary) Data Validation cell (if you want).
FYI, now something will show up under the main Menu/Edit/Links, but I haven't figured out how to mange those links other then Break/Delete and re-insert.
Enjoy,
Ken