Hi,
One way you can group together sketches is to activate the component that they are related to and THEN create them.
Some people treat their top level component as a bit of a dumping ground for sketches, planes and other things that
they create in a design. That is fine if the design is not complicated. If it is then maybe the solution is to do as I
suggest and create them in the component they relate to. It is still possible to project the sketches as long as they
were created on the timeline before the object you want to project it to.
I ran across this problem when I collaborated with another fusioneer. They put all of their sketches in the top of the
browser tree while I had noticed the clutter and started putting things with the lower component levels. Sure I had
to be careful when I manipulated the timeline when referencing but otherwise it worked fine.
Here is one of mine - no sketches in the top browser level and all within each component.

And here is one of my friends collaborated versions - his sketches are all in the top of the browser and mine are within
each component or an imported assembly.

I recall asking the forum what was the best workflow before I started doing so but don't recall the message to refer
you to. The forum basically said that either workflow was fine.
So the easiest way to solve your problem is create sketches where you need them within each component and not at
the top of the browser tree.
Cheers
Andrew