I recently started using Clip Studio Paint for a lot of my illustration work. Before that I used to work only in Photoshop (and still do for some tasks). One feature that I have been searching for in Clip Studio (or Manga Studio) was the ability to group a range of selected layers into a new folder with a single keyboard shortcut. Up until a few days ago I thought that was impossible (I even suggested such a shortcut ability to Celsys). I resorted to creating a folder and then manually dragging the desired layers into that folder. Cumbersome, to say the least.
Then, one fateful day, I saw an auto action that suggested it might actually be possible: "Making a clipping folder"
Look! It reads "Insert into new layer folder"!
So, TLDR: duplicate set, delete all the actions and commands you don't need and then assign a short cut. (You can also just duplicate the auto action and delete the unnecessary commands, if you don't need a new set)
Long Version (with pictures):
1. Right Click anywhere in the auto action set and select "Duplicate Set". In the dialogue box type an appropriate name for your new set. I use "My Own Actions" for this tutorial.
2. Your new set will be automatically selected. Select all the duplicate actions you don't need and delete them.
3. Do the same for the duplicate commands that you don't need. Then, right click on your auto action, select "Change auto action" and give it a better name. I forgot that here. Haha!
4. Go to the menubar and select the option "Shortcut Settings..."
5. And lastly, assign an appropriate shortcut. I use Cmd+G because Photoshop has the same command. One less trick to learn for this old dog.