Thanks for asking this, I'm interested in the reply too.
My current understanding tells me that we will need campaigns to exist before we can upload external activities to them. So, could a first step be to create the campaigns in a somewhat automated way, maybe using the REST API? But that involves writing the calls. Maybe shared lists could help as you suggest? Would you want to do anything else with the data, like scoring? This document looks at External activities, campaigns and how to lead score.