Manually put all sprites from the family on an unused layout. Select all these sprites, right-click on one of them (which will be parent) and choose Hierarchy -> Add selection.
Then select all children (without the parent) and untick all these checkboxes for them. Because you are using this hierarchy just to create them all at once, you don't want to sync any properties.
Then use this action to create all sprites at once:
Create ParentSprite at X,Y Create Hierarchy=Yes
Make sure you don't have these sprites on other layouts.