In Rpg Maker 2003 and 2000, you were able to do this, I'll investigate XP and tell you more.
EDIT: Yes, you have to make one event in the center and four events on all four sides of it. The middle event have it Allow Saving (First Page of Event Commands, Allow/Disallow Saving), and the four on the sides Disallow it, (First Page of Event Commands, Allow/Disallow Saving).
Have all of the events' Triggers be Hero Touch.