2 options:
In the assy, go to file prepare model mass properties change. Change the "define properties by" to fully assinged. You might want to test it to make sure it works as expected. If this is just mass, it's pretty easy, if it's CG also, it gets a little more complicated from an input standpoint.
I usually as MP_density to my model tree columns and then just add the density to each part in the model tree (hopefully all the same), copy-paste-paste-paste. I don't add material to all the vendor parts. Of course, 10 parts easy, 100 parts, not so bad, 1000 parts, well, 20000, yuck and multiple materials, yikes! But your CG should be accurate.
3rd option is to import the part as a part instead of an assy and set the density so it makes the part the correct weight.