You can convert multiple EML files into a single PST using a standalone tool like TrustVare EML to PST Converter. For a few EML file conversions, you can use the manual method, but it becomes hard and time-consuming when you have large files, so it does not guarantee accurate migration. So my preferred choice is to use a reliable utility like this. This software supports features like bulk processing, preview option, selective conversion, and accurate conversion. I also used this tool for email to PST export; it preserved all information accurately.