I once did this (about V5 or 6) by copying and pasting Parts Lists from the individual assembly drawings onto a master drawing, then adding leader lines manually.
The parts lists retained their link to the original models, even though there was no view of the model on the sheet.
I don't know if this will still be the case with latest versions.
bc.
2.4GHz Core2 Quad, 4GB RAM,
Quadro FX4600.