Well, I don't *think* you can do anything quite like Masm/Tasm's "<1, 2, 3, 4>" syntax. I've never seen it anyway. Since Nasm doesn't "remember" types/sizes, there's a problem there.
There are systems a little less ugly than "at foo, dd 42". There *may* be something in the Xstruc package (available in the "contributions" section). In the "asmutils" package (linuxassembly.org or asm.sf.net), there are some structure-initialization macros - called "bstruc" or "brstruc", I think - written by Brian Raiter, that might do what you want (closer, anyway). I know you're not doing Linux, but *some* of those macros could easily be used (or adapted) to work on any OS (Konstantin's "_mov" macros are another example).
I'm not a heavy macro-user, so I don't really know what's available...
Best,
Frank