To answer my own question, you can do this within the Groove Agent Browser.
Find a folder with a bunch of samples, if the button in the bottom right of GA, Prelisten in Place is on you can select different samples and they will preview for the selected pad. If the Replace pad/Focused Sample button is on then you can press Enter and the sample will be loaded, which you need to do otherwise the sample before previewing will return.
I like this method, it works pretty well.