Another approach:
intToList =: 3 : '((>. 10 ^. y)#10) #: y'
This doesn't convert to string and back, which can be potentially costly, but counts the digits with a base-10 log, then uses anti-base (#:
) to get each digit.
EDIT:
Better, safer version based on Dan Bron's comment:
intToList =: 3 : '10 #.^:_1 y'