I don't know how to utilize such functionality via copy-paste... But as an option, you can build a Python script for Houdini which (with selected Mantra Node) will run Nuke and create a reader with exr:
NUKE = "C:/Nuke12.1v2/Nuke12.1.exe"
mantra = hou.selectedNodes()
exr_path = mantra.parm('vm_picture').eval()
command = 'C:/temp/nuke_create.py'
subprocess.Popen([NUKE, '--nukex', command, exr_path])
and the content of nuke_create.py would be:
exr_path = sys.argv