I fear you face an exercise in tedium, @DeletedUser, with the situation you describe. Canvas isn't written to have the meta awareness automatically to take a single file and recognize that it has a bunch of QTI files inside (as I related in my reply to @dbrace). So what I would do in your situation is one of two things:
- Script the import using an API, which would at least save you from the separate imports
- Write a QTI file that would treat each of the ones you have as separate banks
I do not have these skills else I would provide something tangible. I'm going to move your question to the Developers group, whose members are more likely to have these skills.