Not possible to create a loadable "approach" on any IFR GPS I know of.
I'm not aware of any IFR GPS equipment that doesn't include an approach database.
If one is going to fly a legal approach using the GPS equipment, it has to be selectable from the database.
Of course one can load an approach on GPS equipment.
I would love to create my own SID STARS for certain airfields and store them in the Garmin 530/430 under airfield data.
Sadly have not found a way to do that creating them is no problem but bunching them together and saving them as an approach???
Anyone know how to do that with the GARMIN 430/530?
You can, but I don't know if you can save them in the way you're seeking.
I used such setups a lot in Iraq, especially to locations that didn't have the guidance I wanted, or to locations that needed alternate guidance (for reasons that won't be discussed). Certain locations under certain conditions offered few if any alternates during sudden changes in conditions. Dust storms could arise which caused visibility to go to nearly nothing in very short order, and could last much longer than fuel reserves. Diverting to Syria or Iran wasn't an option, and generally most other alternates in the area were down as well. Having a backup plan was a very wise idea.
Using a Garmin 530, establishing an endpoint at the threshold or at some point on the runway, a course line could be laid in and a waypoint built off the threshold point. I had all that coded and ready before departure. With prior checking of the approach path in visual conditions, I could be sure of obstruction clearance (it's a very flat place, mostly), and while vertical guidance could be introduced, I elected to operate as non-precision guidance using a 3:1 descent monitored off the distance to the threshold waypoint.
In areas where other guidance was not reliable or certain surface features sometimes prevented flying that guidance, the ability to get to the runway under unusual or adverse conditions was critical, and often used. The same in other parts of the world, too, for similar reasons.
Obviously you're not going to be doing this in the UK in order to fly an instrument arrival and approach; you'll fly what's in your database, or fly your VHF navigation. Having it as a backup for orientation (something as simple as extending the runway centerline to orient yourself to the final approach course, for example) is a handy tool at night, as a backup to other means of navigation, or even for plain-jane day VFR flying.