You seem to have it pretty well covered.
You need to import them all in one go if they were generated from a single export. If speed is your number 1 issue then I would avoid having indexes and foreign keys on any preexisting tables that are being imported into. If non of the tables exist the it doesn't matter as the tables are created, loaded then the indexes are built by the import. Only at the end of the import are the constraints enabled, so the whole process can't really get much faster by doing it manually.