Sure. Create the report, using name, birth date and birth place fields.
In the custom report pop-up, look at question 3. Choose "Select people to include". (Your other option is "Include all people".)
Click on "Create"
You'll get "Select people to include" pop-up.
Click on the green downward arrowhead "Mark People", choose "Select people by data fields".
Use two lines of the selection window;
Birth date is after 1869
and Birth date is before 1941
(You may want to add
And birth place is not blank)
(You may want to add
And surname is not blank,
if you use a blank for unknown surname; or Surname is not equal to Unknown or LNU, or --??-- or whatever you use for unknown surnames.
Then "print" to a text file. Use your text editor to delete people you don't want to list, before you print to paper.
Play with it and "print" to your screen until you get it just the way you want it.