|LISTSERV does not do this currently.  However, you can use
|Default-Options= Review and this will allow you to review the actual posted
|message before it goes to your list, with full headers.

One one of our lists where we control membership postings, we do exactly
that PLUS:

1) we have updated the list's MAILTPL section:

>>> POST_EDITOR
 .qq

(this allows us the "luxury" of not having to immediately respond to
questions about moderation, or if we were 'slow' in setting the customer
to NOREVIEW (see 2))

2) if we are satisfied with the post/poster, we do a

QUIET SET listname NOREVIEW FOR recent_subscriber-poster