There are a couple of ways, actually.
- When multiple lemmings are under the cursor, priority goes to the most recently entered lemming. So, if there are still lemmings entering the level (which at RR1 with 80 lemmings, there should be), you can easily grab one just as it hits the ground. Otherwise, you can look for a lemming that appears to be drawn over all the others, though it's often not easy to pick out the last one.
- Start building from the far left of the holding area, as far left as you can more the cursor while still catching the lemmings. Because of the way lemmings turn around at walls, this will always pick one facing to the right. The downside is, you can't choose where to start the builder, since it's determined by the terrain. (In this case, you'd need an extra builder or two to get out.)
- With a bit of forethought, you could build a bridge that doesn't quite reach out of the holding area, so that any lemmings walking on the bridge will be facing the right way when you need them.