I have made a mask in a layer, using the LAB channels and brushes.  Its a black and white selection that masks some blonde hair.

Is it possible to copy this mask into a Masking Layer in another document?

Any help will be much appreciated and please be gentle.

did you try this? (from ps help)
To paste a copied selection into a layer mask, Alt-click (Windows) or Option-click (Mac OS) the layer mask thumbnail in the Layers palette to select and display the mask channel. Choose Edit > Paste, then Select > Deselect. The selection is converted to grayscale and added to the mask. Click the layer thumbnail in the Layers palette to deselect the mask channel.

drag and drop the mask onto the new layer

edit.. that may only work within the same document

you can definitely right click, add mask to selection and drag the selection to the new doc (hold shift to register it).

Then click the add vector mask (white circle in grey box) button to create a masked layer from the selection

Apply Image will work well on this one.

Go up to Image, then Apply Image while on the file you want to create the mask on.  Select the image you want to create a mask from as the source, choose your layer you want a mask created from, then choose the option to create a selection from it.  Hit ok and then done.  Fill the mask with black once you see your marching ants.

Many thanks for all the help, sorted now.