I just worked out that you can select a bunch of files from the File>Open dialog, then with the right-button bring up a menu containing an option to Print them all. You should set the printer settings first, as it simply prints the files without any intervening dialogs.
With this discovery, I realized I could have done it from the Explorer (which I never use!) as well. Windows is a strange obscure beast, whose ways I am slowly coming to understand.