What is "Save color values from transparent pixels"?
Is it a setting in Gimp? If so, I can't help, because I never got along with that program very well, sorry.
I normally just use
Paint.net because it is quick and easy. If I want to do anti-aliasing, I draw the sprite with the anti-aliased drawing tools, or if I already have a sprite, I just do it by hand, as that usually gives the best result, in the end.
For a quick anti-aliasing effect in Photoshop, you can also
-Magic wand with zero tolerance on the background
-Feather to the degree of anti-aliasing you want
-Delete selected pixels
Maybe there is a similar method for the Gimp? If there is, I would very much like to hear about it.