It depends on the scale of the whole thing... unless the individual files are already massive, I'd use ONE file for the lot and use formulae, rather than PQ, to combine everything. WithO365, it's easy tocombine data from different sheets especially if (and you didn't tell us this...) the individual sheets are formatted identically.

If you supply some sample data (in a single file)... only 10-20 rows... with a mcok-up of how it sohould look, someone will leap in and offer working solutions.