There are several alternative approaches that should allow you to achieve this:
create a Workflow that runs when the new record is created and creates the relationship to the desired Target List (this is the easiest)
create a Report that lists the members of that campaign. When the Report runs, you have an option to add all the results to a Target List. So this would be a manual operation that you run once after receiving all the Leads.
customize the receiving entrypoint near here to also add a relationship to the desired Target List.