How to create a group from CSV file?
(EDIT - read Lars' suggestion first)
Seems clumsy but this might work.
Run the import with SKIP and at the final step of the import there is an option to either add the contacts to a New Group (A) for the same.
This should give you a group of those who did not exist in db before import
Then re-run the import without SKIP and create new group (B) so that should give you all the list.
then use Custom Search called Include/Exclude and