There will be no transparency issues, but zorder can be a bit tricky.
If everything you want to paste is only one object type you can do this:
for each sprite ordered by sprite.zindex ascending
For multiple different object pasted in the correct order here's a capx with a function that can do it.
https://www.dropbox.com/s/3teztza6jcood ... .capx?dl=1
You'll have two duplicate a few events in it for every object type you want to be able to paste, but hopefully it's straightforward to see which ones.
Basically what it does is find the highest zindex out of all the objects on a layer, then loops over the zindexes and pastes the object with that zindex.
And just to be clear this doesn't consider the transparency of the layer.