Hello Joanne, 

I am currently using a similar process to yours and I agree,  it is tedious! I hope Quickbooks can add this feature soon as it would significantly cut down on my time when paying my Vendors.

The only thing I do a little different than your process is I "print to PDF" the whole payment batch, save that file and open in Adobe. This may save you a little time until Quickbooks adds the feature ... hint hint ;)

When in Adobe I select each page and re-save under your preferred file name.

To do this I click on the arrow running along the left hand side of your window, then click on the icon with two pages at the top of the small menu, this should open up another menu bar on the left-hand side and you will see thumbnails of each Bill Payment Stub. Then I right-click on each thumbnail and select print, then select the "print to PDF" and save each separately.

I feel this saves me a little bit of time. Hope I have explained it clear enough and it helps you in the meantime!

Thanks, Kera