Hi Mick -
assuming that you know Insert PDF, what is the the exact nature of your issue? "File not found" is caused by a missing "image:" prefix in an otherwise valid file path.
If you do not know that step, it may be what you need.
Failing all that, please provide a problem description that is more detailed than
I thought this would be reasonably simple but it appears not to be!
EDIT: Another thought just occurred to me: if you control the creation of these PFDs, why not merge them directly, ie without re-import and use of a plugin?
The save as PDF script step has an append option so you can create a single PDF file from several Save as PDF script steps. The main limitation is that each appended PDF will start a new page in the PDF.