Is there a reason to have index for each document?
Also you cannot have single index out of all the indexes directly. You will have to use maybe FusionRetriever, HybridRetriever to combine retriever from all the indexes to prepare one index on top of it.
Well I needed to do every document alone because doing them altogether gave an error due to one of the documents and now I am out of LlamaParse daily limit. Would using the retreiver take more time?