Acrobat has a plug-in for Outlook that will process multiple email messagse and their attachments into a single PDF portfolio.
In order to activate it you may need to go to File . . . Options . . . Add-ins, and click Manage COM add-ins.
A new tab will appear on the Outlook toolbar entitled, 'Adobe PDF'
You can choose to process either multiple selected emails, or multiple folders.
The multiple email messages will be saved to a single PDF portfolio. Each can be opened as a separate PDF file. Each PDF has the attachments from the original message embedded in their native format.