Hi There, I'm an absolute newbie to Wordpress and Woo Commerce and am having a very similar problem. I have a solution which may work for you but still causes a problem for me!
Create a new product, give it a title and publish it.
Click the add media button above the product description and upload the images you want to have as the thumbnails under your feature pic. Select the images when they're uploaded and select 'create gallery'.
Don't click the insert into post button! Just close the add media window by clicking the cross at the top right of the window.
This takes you back to the product page, click the update button then view product. The pics should be there. Then set your feature or main image as normal.
Hope this works for you!
This is all fine and groovy if you have different pictures to go underneath the main product pics. But what if you're using the same pictures below different main pics (ie a 'hand printed' logo or a closeup which is common to all your product range)?
If I followed my own suggestion, I'd end up with loads of duplicates of these common images in my media library.
Does anyone know how to create the secondary product images using images from your existing media library!?!