The ability to retrieve a HSSFSheet object from one HSSFWorkbook and add it to another HSSFWorkbook seems like an invaluable feature.
Given the nature of bidirectional references, the simplest way to achieve this would be to copy each cell one at a time. So this would make a nice utility method, there doesnt seem to any nice internal magic that will make this happen without a bit FOR loop !
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The work-around suggested by Avik seems reasonable. If such operations were really common, they could be encapsulated in a class for addition to POI.