[Hakulyte]

Yeah, it's possible.

1. Go in Filters and add "Personal Rating". Choose a rating like 5 by example.



2. Play the songs you want until the end (or 95% of it duh) in order to be able to rate them. (it doesn't work if you quit early)
3. Rate it the same thing as your filter.
Note: You can use multiple numbers/ratings if you want multiple favorite lists.

4. You should have your list.



Note: Songs will appear as if you rated them "3 stars" even if you rate them "5 stars", but it does work.