how can you do without a Rhino file if you only want to save a point or curve in a Grasshopper file, for example, so that you can only work with one Grasshopper file? not that you have to open 2 files every time?
Right-click the referenced point, curve, etc… component in grashopper and from the pop-up menu select Internalise data
Note that this increases the size of your grasshopper file.
Alternatively, you can save geometry in a ghdata file by using the Data Output component then read it back in using the Data Input component.