With the Better Collada Exporter (if you use Blender), you can restrict what is exported to just the objects currently selected or certain object types. The Godot Export Manager though allows you to place the objects to export to a certain file in a group and only that group goes in the export.
If the issue is with other files such as textures or sounds. You can copy & paste your needed resources into folders placed within your Godot Project directory, doing that will auto-import just those resources.