what i would do is import them all into zbrush as obj files and then select the main bulk tool first like the body  ( get that on the viewport first and make sure your in edit mode ) and then goto subtools and hit the append button and start selecting the parts one by one adjusting their position and scale as needed.

word of warning when using zspheres as subtools is that i have found they interfer with the main tool by moving it slightly, really annoying 

hope that helps.