There is, actually.

On the battle screen (with your forces on the left and the foe on the right), press ESC. That will bring you to the menu, where you can save and load games. From there, I think you know how to proceed.

Did this help? I know it's not the same thing as MTW:VI's way, but if you created only one save game (say "betweenbattles") and overwrote that one when you saved between your fights, it should amount to the same method, I believe.