Automatic TOC of PDF's in a collection?

Acrobat should be able to handle this.  Click on Tools > Create PDF and select the ‘Multiple Files’ option.  You can either combine the various files into a single, continuous PDF, or create a PDF Portfolio, which will be a container that holds the individual PDFs that were imported/created.  Once you make that selection, you will add the files you wish to combine.  Then, look for the options button – it’s a gear icon.  Click and be sure to enable the ‘always add bookmarks to Adobe PDF’ option. Once the process completes, you should have neatly organized bookmarks – for each document included, and if the source files were well formatted (header styles used in Word, for example), for the sections and headings of the individual files.

As for the Table of Contents, if you choose PDF Portfolio as your desired combined file type, you will have icons to navigate from document to document easily.  However… PDF portfolios will contain whatever you throw at it in native format.  If you put a Word doc in a PDF Portfolio, it remains a Word doc.  If you add a Word doc to a Combined PDF file, it will be converted to PDF as it is added.  If the PDF Portfolio format works best for you, be sure to enable the ‘Convert all files to PDF when creating a Portfolio’ option on the Combine Files options dialog.

I hope this provides acceptable results for you.  Good luck.