Changing the interception angle in autopilot for OBS or VOR in the G1000 from 30 to something more aggressive
The manual does not state any way to do that. You can adjust the vertical navigation flight path angle, but not the horizontal intercept angle. You'll have to fly that yourself. In addition, in this case you should be telling the G1000 where you want it to go, rather than which heading to go. If you just tell it the heading it will never figure out what it has to do to get you to that nearby airport, so in this case it is working as advertised.