Along the lines of what CJ said...
If you're sure that the current open project contains all clips that you want to keep in your audio folder... I've done this:
1) With the project open, use consolidate audio.
2) Exit Sonar
3) Go to the project's audio folder and delete all WAV files in the *\Audio root
4) Replace them with the consolidated clips
5) Re-open the project and all should be well
Takes only a few clicks, really.
(NOTE: Try at your own risk... works for me every time. But you may want to make a backup first!)