I’ve been using Pedro Santana’s, nifty little Nemo action to help me do just this.
Once installed, all I need to do is select my files, right click on them and then create a new folder, like so …

The one remaining wrinkle, being that when you’re completely keyboard driven, you still need to come down a couple of steps with the arrow keys or switch to the mouse.
When doing this with close to 250+ files, this quickly gets tedious.
Stack Overflow to the rescue.

Turns out that all I needed to do was add an _ in front of the letter, I wanted to use to activate my little action from the context menu.
My original action went …

[Nemo Action]

Active=true

Name=Create new folder with selection 
...

I decided to use the n in selection. N for new folder. Easy to remember! So with this tiny change …

Name=Create new folder with selectio_n 

I get to do this!

I can select, get the context menu, hit n, type in the folder name and done!
It’s still a lot of work when there’s lots of files, but there’s a seamless flow to the entire process.