I'm did not understand this line, could you tell me more about it please ? If you agree ^^
As soon, as the game has loaded, literally all I need to do is Alt-Tab out to Pix/gDebugger/ApiTrace/... select the texture and click "Save As...".
Tools like Pix (for DirectX) or gDEBugger/CodeXL (for OpenGL) are used for graphics debugging. Among others things, they can show you all textures that are loaded by the program that you are debugging.
Even if these tools may not necessarily provide an export functionality, it's still not that hard to save your textures.