IMO, that's one of the failings of the Workset process.
"Last Viewed" is stored in the Central file, and is project-wide, not user-specific.
So, assuming you're making a new Local Copy every day (which is Best Practice), the "Last Viewed" Worksets you get are the ones that were open when the last person SWC'd last night.
If you never make a new Local Copy (which is a really bad idea), and always open your Local (again, bad idea), you will get your own Last Viewed worksets.
One of the reasons we've gotten away from using Worksets for anything other than Linked files.

But, to actually answer your question; No.
There is no way to saved a specific set of Opened Worksets.

Perhaps this is Revit's way of telling us not to use so many worksets? Regardless, this seems like an easy add they could make and one that appears obvious to anyone who has to use them.

Thanks for responding.

add prefixes to the names of the worksets
at least well they are together