How do you bulk add many categories?

I am trying to add a list of categories that consist of every country on earth. ie from Afghanistan to Zimbabwe.

I started by creating a container called "Choose Country". Within there I will include all the cities of the world as Categories. How can every country be added as a category besides the tedious process of one by one?

The Bulk Edit seems to be only for Containers. Basically I want to copy paste a list of countries and make "Choose Country" their parent.

Can this be done?

Thanks