I have separate VCF files exported from iCloud, Google Contacts, and Skype. Importing them one by one into Outlook is too slow. Is it possible to merge all into a single PST for better management?

Yes, I had the same issue Contacts from iCloud, Google and phone exports were in separate VCF files. WholeClear VCF to PST Converter helped me merge them into one PST file. The batch import VCF to Outlook option saved time and kept everything organized in a single file.