To save a bit time:
1) You can mark your app icon images all in finder and drag them into your Assets catalog all at once by dragging into one of the empty slots of the app icon imageset. When you hold your drag over the slot, several of the other slots look selected and when you drop those all will be filled up at once. Note that this works in XCode 8 (I haven't tried XCode 7), but in XCode 9 beta not yet.
2) The "Technical Q&A QA1686" apple documentation site has the sizes per app icon slot already calculated for you in a nice image and also contains the correct image names conventions.