Smart lists... Member of list "that list name" AND Age is over 30, AND State is: TX, CA... Something like that.
Unless i'm misunderstanding what you're asking?
It really depends on what the use case is. It sounds like you want to use these segments a lot as a way to manage the leads, maybe routing, content, etc. In that case I'd suggest creating a segmentation. In this you create segments using normal smart list filters but I prefer it over normal smart lists for segments I use a lot (lead routing, dynamic content, nurtures, etc). There's lots of great documentation in the community on segmentations.
As Stephen and Kim suggest, importing a list will put the leads in the database.
If you have Segmentations OR Smart Lists already active, then the newly imported leads *may* become part of those segments/smart lists if their data matches. You don't have to do anything else special.
Are you just trying to split the list into smaller lists of roughly the same size?
If so, create a smart campaign with the filter "Member of List", referencing the master list, and then use the Add to List flow step, with choices using random sample to split them into smaller lists.
The process is outlined here: