Is there any way at all to skip the setup process after factory reset on an android phone with an unresponsive touch screen?
Since you're talking about a mobile phone (and I'm assuming that you're not rooted), then, unfortunately, no there is no way to skip the setup screens if the touch screen no longer works.

I was thinking that maybe you could pair an external bluetooth device (mouse and/or keyboard) but you have to get past the setup screen to do that.

You could try using an OTG cable with a USB mouse and/or keyboard.