It's not possible to do that directly, you must create a new diagram block and copy all properties that matter for you (bitmap, colors, fills, etc.).
One workaround you can do is to copy/paste the block, this way:
with atDiagram1 do
begin
UnSelectAll;
MyBlock.Selected := true;
CopyToClipboard;
PasteFromClipboard;
MyCopiedBlock := Selecteds[0];
end;