you shouldn't have to recreate your custom units every time you start a new game. You CAN import custom SFTypes into a random game without importing a new masterfile. You would do this via the Settings screen in the editor, and click on the tab that says "masterfile". Then you import from the scenario with your custom SFTypes. Then the prompt asks you if you want to import the masterfile, and you click no. It then imports the SFTYpe data, but not the masterfile.
Sounds more confusing than it is, but try it a couple of times, it's pretty handy. I've created a monster game with custom German units (Stukas, Panzer IV's, etc.). If I want more than the vanilla game, I can go into the editor and import the new types in my new custom game via the editor. You WILL need to go into the SFType window, and the ITEM window and the RESEARCH window, and link all these together so you will be able to research them and build them.