Is it really that hard to go to the real files and simply import them? If your so organized that you have a folder of shortcuts, you are probably organized enough to simply drop in the real files.
Yes, it is a little hard .. Because I have a large assets library containing a lot of folders and subfolders, With multi-categories names for the same files - So I create shortcuts for each category - And also I create shortcuts for files I'll use on a project, and then move them to "Assets" folder inside the project folder , to import them at once, and to see later what files I used for these projects without opening Premiere Pro
Well... your shortcuts will take you right to the files, so you can use those that way.
However, maybe you can check out 'Productions'. They let you have multiple projects inside a production. So you can setup one or many various 'asset' projects, just the one time, and then use items from those projects in any other project in the production. It also has the advantage of not having all those unused assets in your main sequences project. So, say you drop in a b-roll clip into your timeline from one of your asset projects. It goes on the timeline, but is not listed as an asset in the project window. Works really smooth. Here's a link, be sure to download the PDF available on this page.