Select all of the files you want to have a shortcut,
Then right-click on them, and go to "Send to"
Then press on Desktop (create shortcut)
If you want to make the shortcuts be made in the same folder as the original file then instead press "Create shortcut" 2 buttons beneath the "Send to" button.
If you do this the shortcut ...
The linked question now has an answer that works in Firefox (confirmed in 70 on Windows). Copyediting:
On Firefox [use] Alt + Up and Alt +
Down to [change] worksheet and avoid conflicts with [changing]
the browser tab.