I am trying to create one PDF that can be download by reviewers to approve or reject. Using SharePoint O365 with Nintex. The applicant enters requested data, which includes at least two PDF attachments, but could be up to 120. I have succeeded to create a PDF from the data entered, but would also like to append the attachments to the end of the PDF. I am using a Document Generation object to do this.  I found where some people have created a document set, but that would require each reviewer to download a minimum of four PDFs, and up to 121 PDFs. All the reviewers tend to download to their desktops for review, so you see how this would make the application much more user friendly. I wondered if there is a way JavaScript could be used, but only found something called 'easy-pdf-merge' and since I'm new to Nintex/SharePoint O365/JavaScript, I don't know how to incorporate a JS library (Apache PDFBox Library 2.0.1) into a SP site.
Has anyone else done this?

It is possible to use Doc Gen to combine PDFs. This is a native functionality of the workflow action. The trick is that an attachment is not readily available without a call web service action to get to the server url for the attachments.

The other issue you may run into is the fact that you have a large amount of attachments to deal with. If you can have the users combine and submit a set of say 5 PDFs at max then you can know the range of PDFs to be concerned and deal with. Since most users can merge them on their desktops, I believe this will help you achieve the automation for the upload and then you can capture and merge them for a reviewer after that.

@alhildreth At this stage the document genertion action does not support templates that are aleady pdf's, you can output as pdf but they must originate as word, excel or ppt.

Having said that, would Nintex Workflow Cloud be an option for you (you can use if you are on a subscription license) because it supports pdf's if they are popultaed from file variables e.g. you could get the attachments from SP and store them in file variables and pass into the DocGen action. Then at the end it would combine all files into a single output.. 

Thanks - I ended up using a little different design and am storing into a document set.

I email the reviewers a link to the document set and have taught them how to use SharePoint to select all documents and then select download. It downloads all the documents in a ZIP file and our reviewers know how to either extract or just drill down into the ZIP file to open and review the PDF's.

Thanks for your recommendations.

Have you looked at the Muhimbi as an option

http://www.muhimbi-online.com/Features