It's possible using an include macro, but I would
strongly advise against it since it will increase your build times significantly, especially on native targets (cpp, android..). If you use flixel-addons, you're also gonna need to compile Nape (another pretty huge library) with everything even if you don't need it.
Is it really that inconvenient to import classes? FlashDevelop auto-imports most things, what IDE are you using?