How do I copy and paste a palette?

It's simple. Just go into a sprite editor (any one, doesn't matter, but it might be a good idea to view the sprite that will eventually use the palette), select the palette you want to copy and then press ALT+C.

Then, use < and > to navigate to a new palette (a blank one, or one you wish to overwrite), and press ALT+V.

This is useful when you need to make two palettes with mostly the same colors: Simply make the first palette, copy it to a new slot, and change a few colours.