Right click a drawing view,scroll down the menu to (Drawing view), arrow over to (Model). Then click on which part you would like to insert a new view of.
The way you described works for me. I click Model View, then click the part in an exploded view and it makes a view of that part only. Make sure you are actually clicking on the part. If I click in empty space of the exploded view it makes another view of the entire assembly.
Also if I hold alt and click on a part it will make a new view of the entire assembly, so make sure your computer doesn't think alt is being held down. Maybe try restarting the computer.