[
  (*.pdf) { dup length string copy } 1000 string filenameforall
] % create array of filenames
{ lt } .sort % sort in increasing alphabetic order
/PN 1 def
{ /FN exch def
  /PN currentpagedevice /PageCount get 1 add def % get current page count done (next is one greater)
  FN run [ /Page PN /Title FN /OUT pdfmark % do the file and bookmark it by filename
} forall