If change sets are not working for you, you could use Sublime Text.
First create the project in Sublime Text with no default components present.
The trick is to manually modify the Package.xml file once you have created your project from the org.
In Package.xml, add this section (for example):
[I haven't checked the various permutations related to spaces in folder names, but I am fairly sure that salesforce uses a '$' to represent them. It's perhaps safer not to use them]
Then pull down your report data from the org using the MavensMate->Project->Clean Project.
You should see a reports folder in the src folder.
Once you are happy with it, deploy to your production org.