Importing Contacts and Companies at the same time

Another user here trying to break free from HubSpot. Here's an issue we are trying to overcome with the migration:

In HubSpot, when you import from a raw csv file, you have the option of connecting a Contact record with a Company record. I see no way to do this in FCRM currently. Am I missing something? It looks like the import process is separate for each entity type and the fields are not available across entities.

Any suggestions?