You can use an XSL stylesheet to merge your stylesheets. However, this is equivalent to using the xsl:include element, not xsl:import (as Azat Razetdinov has already pointed out). You can read up on the difference here.
Therefore you should first replace the xsl:import's with xsl:include's, resolve any conflicts and test whether you still get the correct results. After that, you could use the following stylesheet to merge your existing stylesheets into one. Just apply it to your master stylesheet:
<?xml version="1.0" ?>
<xsl:stylesheet xmlns:xsl="http://www.w3.org/1999/XSL/Transform"
version="1.0">
<xsl:template match="xsl:include">
<xsl:copy-of select="document(@href)/xsl:stylesheet/*"/>
</xsl:template>
<xsl:template match="@*|node()">
<xsl:copy>
<xsl:apply-templates select="@*|node()"/>
</xsl:copy>
</xsl:template>
</xsl:stylesheet>
The first template replaces all xsl:include's with the included stylesheets by using the document function, which reads in the file referenced in the href attribute. The second template is the identity transformation.
I've tested it with Xalan and it seems to work fine.