With the new .csproj format (as well as the old), it is possible to add files as linked outside of the project folder:
.csproj
I got this working for me (linking all svg-files in an external dir to a solution-subfolder) with a hint from this site. Only the %(Parent.Filename) didn't work for me (got a CS1508), so I replaced with %(Filename)%(Extension).
%(Parent.Filename)
%(Filename)%(Extension)
Resources\%(Filename)%(Extension)