If I understood what you're trying to do, I think the problem is that you first need to group all the images to a strip before you paste them into the scrollable frame.
I've tried that. But the window doesn't get big enough to fit my 40+ thumbnail images. The application window keeps a constraint. Works fine if you do 10 or so images but when you get to a large amount its hard. Is there no way to have it automatically split up the box into how ever many images you have at their thumbnail size?
For a very long scrollable frame you may need to make the pasteboard bigger.
Instead of dealing with enlarged pasteboard, the way I like to do this is to create the scrollable content as a separate INDD, then place it into the folio document and insert it into the container frame.
You just need to remember not to place it directly into the container frame because the SC needs its own frame for this to work.
(SC options will not be enabled unless the content has a frame)