I forget what page it is on, but there is a position hold function that will map your current lat/long position, and allow you to create a user waypoint (if I remember correctly.) From there, I'm pretty sure you could punch that waypoint into the holding page and set it up. Of course the second you press the button, you are already past the waypoint you just created, so you would have to put the aircraft in heading mode and 180 it around the other way while you fiddle around with the holding definition page. Like I said, I am flying tomorrow and will try it out...I'll let you know what I come up with.
Cheers,
Andrew