Editing Visio Shape Excel OLE Links - hyperlink

I have a Visio doc that has ~200 links to a collection of Excel spreadsheets. I have the spreadsheets but the Visio links point to a path that is inaccessible. I would like to change these. Using Visio Plan 2.
By a lot of experimenting the only way I could find was to open the doc, tell Visio to update the links, then when it failed go through the links in the convert dialog that appeared.
This dialog isn't very helpful as the file path is all jammed into a small text box with no resizing controls. Fortunately, I could see the end of the filename and that was sufficient for me to determine which file was for each link.
I had to edit each one of these entries individually as one can't group select and edit in this dialog.
Pain that it was, I did get the links hardcoded to another location, so at least that aspect works.
However, I need to have these as a relative location so that the vsd and xls files can travel together and any other user can open the vsd no matter the location, just so the vsd and xls are in the same folder.
I can't find a way to do this. I tried prepending the file name with '..\filename', Visio complained but I went through and edited all of them, saved, but it failed to find them when I re-opened the document.
How can I make a relative path in these? Is there an easier way to edit the links?
Thanks.

Call "Links" window via pane "Tell me what you want to do"

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