I normally do it in a way similar to this macro :
PharmaSUG2011 - Paper CC10
A Recursive SAS Macro to Automate Importing Multiple Excel Worksheets into SAS Data Sets
Wenyu Hu, Merck Sharp & Dohme Corp., Upper Gwynedd, PA
Liping Zhang, Merck Sharp & Dohme Corp., Upper Gwynedd, PA
https://www.pharmasug.org/proceedings/2011/CC/PharmaSUG-2011-CC10.pdf
Cheers,
Koen