Is there an easy way to go from a multi-bodied part directly to an assembly in SW?
Use save bodies feature, if your cad data is saved flat I suggest you work out a semi-serial naming convention before saving over your 'bolt' with another one or having a gazillion feature named parts filling up your folders.
To rename a body rmb the body from the bodies folder expand the rmb menu and select Body properties. (remember to pull up your freeze pane to before the save bodies feature when you do this or your body will still have a name derrived from the previous feature that changed it).
Also when your body's name changes you need to edit the save bodies feature.