In such situations, its ideal that you do not link the files cell to cell. It will not only make the workbooks bulky but if you happen to delete some cells, it may give you #REF errors in other places.
Its better if you have a macro which will update the master each time there is a change to the other workbooks. So it will clear the master and reload fresh data from row 2 (if row 1 contains the headers) to the last row of each workbook.
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