Why do all the games need to be unzipped into the same folder? Does Hyperspin insist on this? I find that hard to believe, but if so, then this should work for you: Unzip one game zip file. Rename the .bin and .raw files so that the names include some game-specific identifier, but make sure to note what their original names were. Open the .gdi file in a text editor and replace the instances of the original file names with the new file names. Save the .gdi file and the game should still work by running the gdi file, and now you can keep adding multiple Dreamcast games to this same folder by following these steps for each game.
I'm pretty sure no Dreamcast emulator supports keeping your game files zipped.