Remove colored background from sprite sheet

I have downloaded some sprites and have been trying to get Unity to isolate them. This is the first time I do anything like this. As the background is colored, Unity does not recognize the sprites as inidividual sprites but as one large sprite.
If I’d try to pick out sprites one by one, this would take ages.
So I wonder, what should I do to fix this?
These are the sprites:

If you uncheck “Contiguous” on the bucket fill or the magic wand tool, you can quickly replace all pixels of the background colour with transparency.


So therapeutic, seeing it all disappear, leaving only the sprites. Thanks a lot.