How do you add a hitbox to a panel sprite? I just can’t figure this out.
Alternatively: how do I make normal sprites behave (visually) like panel sprites?
Just Create a hitbox object separately and put it on top of where you want. Then you can hide it from events.
I would like to have as little objects as possible.
Also, how would I have something happen to the object when the hitbox collides? Giving the hitbox a variable that points to the object?
I think you understand why I’d rather have a hitbox variable on the object 
If there is really now way I might just create a panel sprite above the sprite that contains the logic.
Can I set an object as ‘sub object’? So when the parent gets destroyed, so does the child?
There is nothing like this for now, but I heard that 4ian is thinking on adding prefabs Wich would be exactly something like what you want. For now, there is no direct feature to make an object a sub object, but you can link both objects and before deleting the main object retrieve the other one and delete it first and then delete the main one.