Yes, you need a batch MSG to PDF converter for this, not the print-one-by-one method. Manual printing is fine for a few emails, but with hundreds of MSG files it becomes slow and attachments can easily be missed during checking. I can suggest the Softaken MSG to PDF Converter; it is a Windows tool that can convert any large file MSG file to PDF. It lets you load multiple MSG files or a folder, preview the emails, choose the output path, and export them to PDF without installing Outlook or Adobe Acrobat. The tool also keeps email formatting, properties, attachments, and MSG folder structure while converting. Attachments are saved in a separate folder, so they are easier to review after export.
Before converting all files, test 10 MSG emails in the demo build and compare the PDFs with the original emails. Check body text, date, subject, and attachments first