If you're willing to install an extension, the Form Values extension should help you here.
From the description in the Add On store:
Do you find yourself regularly typing the same choices in for multiple
choice, list or check box questions when creating forms?
Form Values allows you to store and use lists that you use regularly
in forms. This could be a list of staff, students, timings, rooms,
resources or anything you want!
In short, it lets you store a list of values in a spreadsheet, and reuse that list as options in forms. Yes, you still have to enter the list of countries once, or copy-paste it from somewhere, but once that's done, you can reuse the list in many forms.
I am not affiliated with the developer of that extension, and as always, be careful when installing extensions - make sure you are okay with giving the extension access to your documents.
That being said, I have used the extension on a couple of forms, and it seems to work as advertised.