It is definitely feasible...you may have to use multiple programs. You'll need to do two steps: first, convert the images to PDFs, and second, combine the individual pages into one page.
Here are some ideas:
1) You can use Photoshop to mass-convert to PDF -- using the "Process Multiple Files" item in the File menu. I think GraphicConverter is another option. Preview can do them one at a time. There is also an Automator action that will do it, although you need ImageMajick to use the Automator action.
2) Automator can handle the second step with the Combine PDF Pages action.
So, if you get the Automator script, you can do it all inside Automator. Based on what I have installed, I'd go with Photoshop to make PDFs and then the Automator action. If you have Photoshop, that's a very easy and straightforward pair. 🙂
The last ditch option would be to import them all into Word or PPT and make a big multi-page document and print it. 🙁