It's not just you. Without some automation, Black Market setup is a bit cumbersome. I think it's a fun, if not always useful, card though and I always enjoy when it shows up.
The Android app Kingdom Shuffler will automatically generate a Black Market deck of whatever size you want, according to the same selection rules you configured for the kingdom itself, and will even handle the draw three and, optionally, buy one mechanic of playing the card. So the only time you have to do anything with the physical cards is if you buy one.
Of course, this requires using Kingdom Shuffler to generate the kingdom to begin with. I don't know of a stand-alone Black Market deck generator.