The method you described is the fastest / easiest way I know of for this task.
If you look at it from the other end of the telescope, you are:
- shredding a very complex XML schema into separate SQL tables
- generating tables that perfectly match the XML structure, including foreign key relationships
- loading the tables with data
- building a repeatable process
- it's probably taking you under a minute per table
- not having to type anything
- using standardised tools that minimize your test effort
Happy clicking ...