How interesting... I did the exact same thing. Someone sent a 1MB message to the list (picture attached) and I wanted to extract the picture, shrink it, and then let it go through (the reduced picture was 50k, and we allow attachments up to 100k on the list). It would have been nice if there had been a "forward to:" option on the managment page that would send the message to me. (I know, I know, that's not generally what the listadmin would want to do, but I thought I'd put in my $0.02). As it was, I copied config.db to another file, hacked it into my mailbox, and was able to get at it that way, but it was kind of annoying :).
Rupa Schomaker posted a patch to forward held messages to the listowner on May 30, 1999. I plan on adding an option (either personally or virtually through a co-worker :) to forward to another address entered via textbox -- this is useful when you've got multiple admins and don't want to spam them all with a held message.
Anyhow, Rupa's patch should be in the mailman-users archive for May, 1999.