Data Merge Individual Documents to PDFs with file naming from Data Merge Field

I have added a custom Data Merge field to each document that I create via Data Merge.  How can I use this field to become the name of the File for each of the Data Merge PDF's?  I'm trying to use the Bookmark feature, but not getting the process to complete through InDesign and Acrobat Pro DC.  Any ideas in how to do this work flow process?