You're using FileMaker Pro 8.5, so I think the only option available to you with that version is to set up some sort of automated workflow to merge the separate PDF files after you've finished creating them... you may need to call an AppleScript or some other OS scripting feature. In Mac OS X 10.4 Tiger (and above), there is a "Combine PDF Pages" Automator action, along with a join.py Python script that merges PDF files.
With FileMaker Pro 9.0, an Append to Existing PDF feature was added to the Save Records as PDF script step.
Thanks for the ideas on both 8.5 and 9.0. I was not aware of the Append to Existing PDF function. Good to know and i'll look into an upgrade.