No problem.
Take a look at Index mode (not boosting or bagging). This tip may help: it is not exactly what you are trying to do but it uses Index mode to iterative over the data and accumulate data for a chart.
https://communities.sas.com/t5/SAS-Communities-Library/Tip-How-to-Use-Index-Looping-in-SAS-Enterprise-Miner-to-Perform/ta-p/221291
I see a couple of datasets on the SAS server (reg_effects, reg_outterms) that appear to contain the selected inputs for a particular run. You'll probably need a SAS code to accumulate the selected effects across iterations. Proc Append may come in handy.
Once you get a simple flow working with Index mode it should be straightforward to customize it for your purpose.
Ray
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