Marco, you could have a look at the new Mendix PDF document generation module & service. (Marketplace link) The PDF document generation module uses the normal page editor, which offers much more styling and widget flexibility over the DocumentTemplates functionality.
It does not yet support repeating header/footers in PDFs yet. But you could have a look at the following community widget that does provide repeating headers in the PDFs (Marketplace link)
As Rachana already mentioned, it is possible to merge PDFs. You could try the 'Merge multiple PDFs' from the community commons module for this (Marketplace link)
Hi Macro,
yes you can do merge pdf for this action.
2. Lastly, is there a way to put in the same grid pictures and dynamic labels?
yes possible