I'd like to add built in support for this.
In the meantime, if any coders want to take a stab at custom actions, FsmVariables has a copy constructor and apply methods that should make this fairly easy:
// save variable values
var savedVariables = new FsmVariables(Fsm.Variables);
// restore variable values
Fsm.Variables.ApplyVariableValues(savedVariables);
You'd have to store the saved variables in a dictionary to lookup the variables for a given Fsm.
Or maybe this is already on the Ecosytem... it's hard to keep up!