What is the best way to have a lookup that supports creating a new record if one isn't found?

So, with the new Action framework, shouldn’t there be a way to do this now? I can easily make a popup screen that saves a new record in one of my models, but I can’t seem to figure how to get the ID of that new record to go into the lookup field of a record that is already in use on another model on my page. I don’t seem to have that option available to me in Actions.