I'm afraid Spine attachments require a single image, Spine doesn't understand spritesheets.
You can setup your skeleton in Spine with a single attachment for each slot. At runtime you can create attachments on the fly, there's no reason to import them all into Spine if they attach at the same position, unless you want to key them in animations in Spine. Even then, you can setup a single skin and key your attachments, then generate a skin and attachments at runtime.
If spritesheet is designed for layering, it's likely you have a lot of whitespace in each grid cell. It may be a big savings to split your spritesheet into individual images and then pack them in an atlas with whitespace stripping. Then again, if you don't need the savings it isn't worth the effort.