GPS clearance puzzle

Apparently, if you file IFR HPN - MMU, you get a clearance which starts
"CMK CMK275R SAX039R SAX" (i.e. fly outbound on the CMK 275 until you
intercept the SAX 039, then fly that inbound to SAX). In the good old
days of 2 VOR receivers, this is trivial to fly; the radios don't know
or care that the cross-radial fix you're going to doesn't have a name.
But, how would you fly that with a GPS?

I've been puzzling over that one for a week or so now, and the best I
can come up with is to use the GPS's OBS mode to track outbound on the
CMK 275, and set up a VOR receiver to indicate the crossing radial.

Can anybody figure out a way to set it up purely on the GPS? I'm using
a CNX-80, but it might be interesting to see how other units would do it
too.