You can select all of them at once. It will import them all. Or you can create a sprite sheet/strip out of them. Then you only import one item.
In the animation window, right click in the blank area near the default first frame, then click import Frames. Or Import Sprite Strip if you have made one. Import frames lets you select multiple images and if they are named and have a number in them like yours seem to, it will put them in order too...