I thought the default was to reboot after dumping memory to disk as a dumpfile, which tended to give you ample time with slow hard drives. Somehow my system got itself into a state for a while where it had a registry key set to just not make dump files, and that key was not fixed even when using the normal control panel based settings panel that is meant to let you change those settings, OR the dedicated microsoft tool built to give administrators more control over BSODs.

The correct way to troubleshoot a BSOD isn't on the BSOD screen anyway. You open up the dumpfile in windbg and click "analyze" so it can spit out some good details for you.