I made a demo chaining utility for this purpose, find it at (win32 command line binary):
or source code at:
git clone http://github.com/mandelmassa/demochain
The way it works is, you create a script text file listing your demos, one demo (e.g. e1m3.dem) per line. The order you specify the lines in the text file is the order the demos will play back after processing.
Put the text file in the same directory as the demos.
Then open a command prompt, change directory to where the demos are, and run the program, supplying the script text file name as parameter.
The program will read the script file, open all included demos, and stufftext playdemo <the next demo> into the end of each demo.
It is not a robust piece of software but I hope it works. Since it changes the actual demo file content I recommend creating a backup copy of your demos before running the tool.