Create Prefabs for Sprites

I have a sprites directory containing many subfolders each of which contains many sprites. I want to take each sprite, create a prefab, set the spriterenderer of that prefab to this sprite, and retain the directory structure.

When doing this in the asset importer, the sprite reference does not hold (sprite on the prefab says missing). I can't figure out how to get the path of the selection from an editor window. Help?

Thanks in advance.