Using values function to build a table on the fly appears to work:

create table foo(
bid int primary key,
rid int);

insert into foo (bid, rid) values (1,2);

insert into foo (bid, rid) values (2,3);

insert into foo
select bid, rid
from (values (1, 2),(2,3),(3,4)) as li(bid, rid)
where (bid, rid) not in (select bid, rid from cms.test);