You don't mention what version of Timeslips you are running. Versions 2013 and later do support this functionality. Take a look in the setup menu for document locations and PDF setup. If you don't have those options, that's a good reason to upgrade your software!

We are running the 2011 version. Thanks.

With v2011 you can't get it to autoname for you. Best you could do would be to use Reprint Bills, filter for bills dated this month, select all and then save to one big PDF.

Newest version allows unique folders and naming options on PDFs and really speeds things up there.