If you really want to do this, then here's one way:
1. Use the Insets pod to show you a list of the graphics imported by reference.
2. Double-click on an imported graphic to have FM jump to the page with the graphic. It will not be the item in focus though.
3. Click on the graphic to select it.
4. Use keyboard short cut `"<esc> f i f" to trigger the file import.
5. FM will show you the File selection window with the imported graphic file named..
6. Change the radio button from Import by Reference to Import by Copy.
7. Click the Replace button.
Rinse, lather repeat until done.
However, as Jeff mentions, I would not recommend this route either (it can bite). Rather, it might be more prudent to concentrate on organizing the graphics libraries/folders so that the relative folder relationships are maintained if things get moved. There are other disadvantages to having content copied into the files. Very graphics rich files, will become sluggish during editing, and if you ever have any issues with space in the system TEMP area or you're moving content across a networked connection, be prepared to have some of the graphics spontaneously disappear, i.e. the grey-box syndrome. Hopefully you will have kept track of which graphic was being used where, as once it is copied into FM, there is no longer information available as to where the graphic came from and what it was called.