Importing instances via FBX and replacing with prefabs

I want to export thousands of instanced objects from 3dsmax with their transforms into Unity. I want to be able to choose a prefab to place at each of the instance locations. The aim is to position thousands of items such as streetlights, bins, seats etc in max and then have them replaced by prefabs already created.

This is the closest post Ive found, though its quite old and for Blender.
http://forum.unity3d.com/threads/30705-Blender-Linked-Duplicates-workflow

However surely my workflow is not an unusual one, and therefore should not require such a workaround.??

Unity imports instanced meshes (as long as you enable “export instances” checkbox in FBX export settings), but in such case if your lamp is made of multiple meshes, it sill will be multiple meshes, not a single prefab.

If you want to do something more clever, then I recommend using Unity - Scripting API: AssetPostprocessor or some other automated script.

All i want to import is the transforms and then choose a prefab (created in Unity) to locate at each transform position.

The object im importing only needs be a box, or an empty game object, so the multiple meshes wont be an issue. I will be building the prefab light mesh and light object prior to importing the FBX file.

Thanks

Any progress in the subject?