When importing a large FBX, is it possible to have the textures assigned to each material … instead of having to manually drag each one
Yes, as long as your textures are placed in the project and assigned to materials in FBX, then Unity should automatically assign textures when it’s doing first material import (on consequtive runs Unity doesn’t modify existing materials).
See this about placement of texture files: http://docs.unity3d.com/Documentation/Manual/Meshes.html
There are some different settings for texture lookup when you import an fbx. You should look at that. There are a few different options depending upon your setup.