Well that is one way of doing it but it's very time consuming. If you work on images a lot you start to look for quicker ways to do things. Besides say the images you want to work on already have layers in them it gets very messy very quickly.
Photoshop has macros and they are very useful but I've always been frustrated by the way you have to run them on a whole folder of images in a linear manner. Then I came across Cinepaint which has this idea of a sequence manager which lets you go back and forth and randomly anywhere ina sequence and thought the idea was great, but it only works with numbered images. That was fine for me, but as the dev guys here say Paint.NET is not an animation package so it got me thinking why does it have to be for animation it is still useful when you have a large number of images to work on as long as you treat them as a sequence.
In fact I see another thread here on the exact same issue.
http://paintdotnet.12.forumer.com/viewtopic.php?t=808