Just so there is no confusion, you are looking for a way to promote an action group from the Inbox into a project, like happens when you do Clean Up, except that you want to have the project automatically moved into a folder of your choosing, correct?
If that's the case, and you really are not willing to use the mouse at all, you can do it by tabbing through the fields in the Inbox and moving items up and down with control-command-<up or down arrow>. Do not attempt to build up the project structure, but just put things in the right order. Then go to the first item in the new "project", tab to the project field, and type in the full path where you want it stashed, separating folder and project names with ":" (even if you have configured it to use a different character or string for display) and creating your new project by pressing cmd-return at the end. Subsequent actions will be smart matched as you type, though if there are more than one or two it is probably worth taking the hit to use the mouse to jump to the inspector after selecting them all with shift-<up or down arrow> and set the project for the whole bunch at once. Cmd-K will do the Clean Up action and file them away.
I'll have to try processing my Inbox entirely within these constraints today. I'm a rapid typist, so I think lifting my hand over to the Magic Trackpad and back as needed will be faster than doing it all with keyboard. But why speculate when experimenting is so much fun? :-)