Sprite extractions problems

Hi everyone,

I’ve just started to learn how to use UE to pass the time during confinement. My main goal is to recreate Metroid fusion as close to the original as possible. To do so i’ve found a nice website with all the sprite i need but all of the picture have this background color.
I thought i could use the Chroma Key Color to remove it and then extract the sprites but it doesn’t seems to work as the auto extract feature selects the whole every time.

Does anyone knows a quick and easy way to extract the sprite from a picture like that ?

Thanks in advance