As you already have discovered, the default procedure within BRMS is to restore the FULL save and then apply the CUMULATIVE. You can do what you are suggesting though.
When you start a BRMS recovery process restore the CUMULATIVE saves first. Then prior to restoring the FULL save, select F9 (Recovery defaults) from the "Select Recovery Items" menu. Change the "Option" parameter from *ALL to *NEW. This will instruct BRMS to only restore objects that do not exist in the current version of the library. So, anything that was restored from the CUMULATIVE save will not be overwritten.
If you are restoring libraries with large files that change often, this should significantly speed up your recovery process.
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This was first published in October 2003