I figured out I can either setup everything for the whole set and automated the changed for each individual song, use markers to just export the mix of each song separately, etc. OR after setting up the common parameters for the whole set, set markers for each song, save the whole project to a new file with the name of the song and delete everything before and after that song, saving again to end up with just the one song as a single project. Do this for each song and you have a separate file for each one.
As I mentioned before, it would be great to have a "Save Selected to New Project" feature which would save all tracks selected between the From and Thru Markers to a new project, complete with all parameters set, or even have options (like audio export) to pick which parameters are saved with the new project. I record many projects with SAW Studio to later be mixed in Sonar and SAW has a similar feature to export the selected region as a new project.