I have about 30,000 OSGB files, I want to convert them into ONE file that accepted by Infraworks

The file types below are both supported by Infraworks and FME, and they also support Coord .sys in FME.

Autodesk IMX

CitiGML (Use CityGML importer for Infraworks)

LandXML

SDF

SHP

Question:

1. Which file format should I use?

2. how to convert 30,000 osgb files into one (e.g. IMX) file in FME?

sample osgb file is attached.