It took me a while to figure this out and couldn't find much help Books Online or on the Internet, so maybe this will help someone else.

1. Open SQL Server Management Studio
2. Connect to the external database: Object Explorer > Connect > Database Engine (enter credentials and connect)
3. Expand databases
4. Right-click desired database > Tasks > Generate Scripts
5. Select Database; do NOT check "Script all objects..." > Next
6. Accept defaults > Next
7. Check "Stored procedures" > Next
8. Check the stored procedures you want to script > Next > Next (for new query window)
9. Review selections and > Finish

The scripts will appear in a new window. You can:
1. save them to a new sql file to run on your "copy to" database.
2. copy and paste them into DNN > Host > SQL window to "Run as Script"

To run the script on another database:
(There is probably a better way to do this and if so, please chime in)
1. Right-click the desired database > New Query
2. Paste the script into the query window
3. I removed all instances of the database name in brackets or in front of dots
4. Execute the query: !Execute in the tool bar
All the stored procedures magically appear in the database

Gary