Anyone know of any GreaseMonkey script or anything to accomplish this?

I get about 350 emails in the period Feb-Mar that I need to backup as PDF. Maybe 5-10 a day. I want to be able to select 20 of the bastards can click 'Print to PDF' and get them all in a PDF file.

If there is someway to combine them all as one conversation I can use GMail's internal function - but I can't work out how.

I Googled the crap out this looking at userscripts and so on - couldn't find anything.

If it's helpful they are all automatically labeled by a filter on the way into my inbox.

Use an IMAP client and print from it?

Ah, that's a decent idea! Will give it a go.