Hi Alex. I see a few options:
A. Separate your app.config or web.config in a special folder for copy-paste in new projects.
B. Create a basic project with the .config file. Then in VSNet create a New Project based on existing one (the one who contains the .config).
C. Create a new Visual Studio Project Template or modify existing which will include the .config you want.
D. Create a new LLBLGenPro Template for your GUI project that include the .config file. You can download LLBLGenPro GUI Templates and see how this can be achieved.
The thing is that something .config files are complex and maybe contains special information regarding to application. So is good LLBLGenPro don't do these stuff for us, as it may be intrusive.