Creating prefabs from a group of actors?

I read online and they said to use “Convert Selected Components to Blueprint Class”. It does not work for me because I already have blueprints scripts inside each of those actors, and the function deletes these blueprints scripts to give me a new empty script. It also seemed to combine all the actors into one actor, but I want them to remain as multiple different actors that belong to one main actor. For some reason, the function also changed the coordinates of the actors, and it would be troublesome to re-sync it to the coordinates I want.

In Unity, we could just drag the game objects to one parent game object and make that parent game object a prefab. Is there something similar in unreal?