Мисля, че търсите нещо подобно:
SET @queryString = (
SELECT CONCAT('INSERT INTO user_group (`group_id`,`user_id`) VALUES ', www.vals) as res FROM (
SELECT GROUP_CONCAT(qwe.asd SEPARATOR ',') as vals FROM (
SELECT CONCAT('(59,', user_id, ')') as asd FROM access WHERE residency = 9
) as qwe
) as www
);
PREPARE stmt FROM @queryString;
EXECUTE stmt;
DEALLOCATE PREPARE stmt;
SET @asd = NULL;