To do that Markus, there's the subimages command - which would let you specify several sub images inside 1 big image, each of these get's it's own internal filename, and then the image can be 'loaded' from that as if it was a whole, single image.
Sprite frames are handy, but for objects the sub images system should be pretty good. We use this in our project and I can't say that I've noticed any issues with performance, probably best to be sensible though - like keep track of which subimage is applied, and only apply a new subimage if it changes... that sort of thing.
I got a fever, and the only prescription, is more memes.