Go to Preferences -> Key Bindings-User
and add the following if there are already other custom keybindings there:
{ "keys": ["ctrl+."], "command": "repl_transfer_current", "args": {"scope": "file"}}
If the file has no contents yet, just add opening and closing square brackets:
[
{ "keys": ["ctrl+."], "command": "repl_transfer_current", "args": {"scope": "file"}}
]
Save the file, and double-check Tools -> SublimeREPL -> Transfer to REPL -> File
to see if it now lists the Ctrl. shortcut. Obviously, you should also test the key combo itself to make sure it works.
Good luck!