Be careful, though. Some users have found that HP slightly affects the timing of single tracks differently when they are exported separately; so leave time to test and make sure the several tracks sync up properly when you put them back together in a DAW.
IIRC the folks who experience problems doing this suggested exporting the full score, but muting all but the features part in each run.
No idea whether soloing the featured part while exporting the full score would be equally successful (and easier).
I'm currently trying to export separate instrument groups. I've found that muting or soloing in the Score Manager (Mac) doesn't work. Using JW CHANGE note entry-playback function to silence parts or sections works better, but there's leakage from one group to another, especially during sparse sections. I've even tried manually recording to another computer. Almost always you have to manually line things up.
This may be helpful, although I haven't figured it out yet.