You can open multiple files with pick file(). You can also specify the excel import options right in open(). Look at Open() in the Scripting Index, example 2.
file = Pick File("Pick a file", "$DOCUMENTS", {"Excel|csv;xlsx;xls","JMP Files|jmp;jsl;jrn", "All Files|*"}, 1,0, "", multiple);
For(i=1, i<=nitems(file), i++,
Open(file[i], /*excel options ie: ,Table Contains Column Headers( 1 ), Column Names are on line (3), ect.*/)
);