While there is a Component Export option for plug-ins, that is not the case for Component Settings at the application level (e.g. for Dynamic Actions) - which you will need if you have defined them for plug-ins. No idea why this is not included, but it's been like that for years.
The complete Application Export does contain them (in the "application/plugin_settings" section), so you can perform a manual hack similar to the one described for Dynamic Translations here
Hacking the export file is not very elegant of course, and if you need to export/import the settings often then that will get pretty boring as well.
The script below copies the plug-in settings from the default values defined for all plug-ins. It will not overwrite any existing plug-in settings, so it is safe to run multiple times.