This is more of a note to myself so I remember the next time I need to do it, but perhaps somebody will find this useful.
If you are generating a patch file for a Mercurial project, it appears that TortoiseHG doesn’t support this. However, like me, I am sure you are not wary of the command line, and we can easily generate a patch file using hg diff via the command
hg diff -c 1020 -g > c:\temp\mypatch.patch
-c specifies the changeset number, and -g specifies using git extended format.