ELAN offers the possibility to import multiple files at once and save them as *.eaf files. To do so click on File > Import Multiple Files As... and one of the options.
Toolbox File(UTF-8) (see the section called “ Toolbox file (UTF-8)”)
Praat TextGrid... (see the section called “ Praat TextGrid”)
FLEx File... (see the section called “Flex files”)