I have built a script based on the information I found in this post.
Solved: Re: Open Multiple Data Files Recursively - JMP User Community
Great suggestions in there. The remaining difficulty I have is that the finally assembled file is very large and I wind up throwing much of it away because it is not relevant. This is probably a stretch but can JMP select CSV files based on their content before importing to avoid importing first and then eliminating the ones that don't apply. Something along the lines of If(Contains.......... applied to the source CSV file while the file is not yet imported?