Thanks very much for the information jakobdam and rozpustelnik.
My guess was that Sprite Sheets made things more efficient...but is great to hear Construct 2 is clever enough to do this.
I'm trialling using Crazy Talk Animator to make my own sprites...and so being able to import a folder of them with a simple 'Select All' makes the whole workflow incredibly simple.
I'd made other Sprites in Corel Draw...but was just struggling with how to easily get them all easily aligned into a Sprite Sheet...for some reason even after even distribution I was still getting alignment issues, think I'll just stick with the individual file exports for now.
Some other game engines like Unity do offer integration plug ins with 'Texture Packer'...but I'm not sure whether this would be useful for Construct or not.
Anyway thanks again for the replies!