Send the requirement back. Signing each sheet with a digital signature is plain wrong. Once you get beyond a handful of signatures the file will become unstable and unusable. Digital signatures, legally and practically, apply to an entire document, and are not an analog of a signed piece of paper. The crucial thing about digital signatures is that the visual appearance is completely unimportant. This must be grasped by everyone involved in the process, otherwise they will form the habit of inspecting the page rather than the signature. Once people stop checking the actual (off page) signature, all protection is lost and falsification becomes trivial.
Of course it is entirely in order to put a visible stamp on each page before signing once, so that printed copies can fulfil individual need or meet paper requirements. But digital signatures are not appropriate for that purpose.
Caveat: if your sheets are one per file, none of what I said applies. Sorry if that's the case.