A simple trick to speed up importing files in a nested directory structure is to use the search feature in the Open File dialog.
Just select import as usual, and then enter a search term in the search box in the top right of the open file window. All the files matching that term that are present in the current directory or below will be populated into the file list, from where they can be selected and imported in a single batch.
In the example below, I have used the search term *.sl? to get all Lowrance slg and sl2 sonar log files.