I've been cleaning up stuff on the map, and these are just grueling. I stop my ship somewhere kind of near the tiny islets, jump off, swim over, grab the thing, swim back, run to the wheel, and get on my way. Is there some easier way to get these dumb things?

Some of those islands have the boats that immediately take you back to the ship so you don't have to swim back, but most don't.

You might try to plan it out so you're utilizing the fast travel system, but generally speaking this is why I didn't bother with those.

Take the rope elevator to the elevated platform on the ship and swing using the high rope. It might not be faster but it's way cooler.

Try ramming the islet with your ship and jumping off the prow to reduce your swim. The harder you ram it, the more your ship is going to bounce back, though.