There is no way to import relationships, value list and more, but there is for Custom Functions, Tables, Scripts can be copied.
I would use Base Elements Migrate Report so that you make things in the right order and therefore do not end up with errors in your solution
Taking one step back: it is not always better to consolidate everything into one file. There are many good reasons to split the solution. Backup efficiency, ease of data migration, ease of updating the solution etc.
So consider all aspects before moving everything into one file.