Is it possible to insert a STAR without also inserting an approach? At current I am forced to select both an arrival procedure and approach before the *INSERT shows up.

This would be more typical at airports where there the entry into the STAR starts from hundreds of miles away with multiple arrival runways being used simultaneously such as in the US. ATC would usually assign the landing runway halfway down the STAR.

No, this is not possible in the A310. Your best bet is to choose the most likely runway and the - if needed - change once you get the correct one.