Best way to link data from several (10) workbooks files apart

I'm in need to link data from different workbook excel files consolidating into 1 unique file. Usually I simple open the file and link the data I want to the file one by one. I was wandering if I can do this in a more automated way. Some times when I use the same template and the data position are in the same "location" in each file I just copy and paste the link and then change de file name, without needing to open the file. It works most of the time.

After the initial process of linking the data another thing I want is a more efficient way to manage the links integrity. The excel built in data connections is very poor and some times dont works. It does not allow me to break links or open sources. Is there any addin with improved data management capabilities? It can be a paid one, does not need to be free.

I do what have to do, my objecive here is to increase my productivity and not to loose so much time doing a mechanical work. I want to speed up my workflow. Any tip is wellcome.
Thanks in advance