1. Merge templates together before rendering as PDF. A common practice known as XDP stitiching. This requires thorough analysis of the XFA format, and the xdp files. Write a utility class that will help you do this.
2. Merge PDFs together post rendering. Use Adobe LiveCycle Assembler for this. Use Form Server to render each of the PDFs, then use assembler to merge multiple PDFS into one.
3. Do this manually using Designer. Copy and paste works.