If you import from the menu inside of Media Composer, you should be able to open up each folder to see the files inside multiple folders at once. Then you can select all and it will not select folders, just the audio files and you can import files from different folders at the same time.
And I’m pretty sure you don’t need to worry about the slashes. Your synced clip names won’t have them. Don’t take my word for this since I usually get my dailies prepped at a facility… but audio files from the sound mixer always come in with a slash. Now I have had to go back to original audio and did change the slash for anything I cut into the edit, but not for sound that was synced into a clip. (If that makes any sense. Basically, I did make sure no slashes showed up in the timeline, but didn’t worry about slashes in the original audio clip if I didn’t cut it in directly.)