Another thing you might be able to do is (once you get everything parented to on parent) open the heirarchy editor and select the parent and then click on the create new figure. This will make the props into a CR2 and save it in the character library New Figure folder. It will still be, more or less, a prop but you can import and save it like a figure. It has been a while since I did this, so I may have missed a step but I know this works.