Oh, I see. That would be incredibly handy and it has to be possible. Perhaps the object could be scripted like a door or window that it would automatically be placed on the wall and then you would click a second time to define which side of the wall it is to be placed on, just as the direction of a window or door is defined.
I do not know enough about GDL (yet) but I would think such an object could be made. Maybe someone else reading this has an idea?