I could not believe how easy this was!
1. Set up an ODBC link to your MySQL database.
2. In MS Access, right-click on the (source) table – ‘Export’ – ‘ODBC Database’ – and choose ‘Machine Data Source’ – select your Data Source Name – OK!
Sure, it takes time to load (around 20 lines per second – depending (mostly) on your connection speed) – so only use for small tables – but still very convenient!
If you need to do larger tables – rather Export to Text or Excel (and save as .csv) – and use LOAD INFILE – but be prepared to change (among other things) the date format.