If you are merging more than one VCF file, it means that you have to be careful because your contact data must be protected. There is always a possibility that some data will be duplicated and missed during this operation. That is why you should create a backup of your files.
The easiest and most effective way is to find a proper way to merge all of your contacts in one file without any changes. In such cases, people usually use a specific program, which is called Softaken Merge vCard Pro in order to merge VCF files.
Firstly, it is advisable to check if everything is alright with the data of several contacts. Only after that may you proceed to a merge of all of your files and save them in a different place.