I am collecting quite a lot of material in a GitHub wiki. I really like to use the wiki to cooperate with other people and IMHO the platform is really nice, I like it!
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I found really annoying having to convert each markdown document separately (links between markdown documents are lost), so I ended up writting a simple C# program for my own use that does this in a single step: a) Download the last version of the wiki from Github, b) Convert it all the markdown documents merged as one pdf
You can download the binaries (Windows or any platform supporting Mono) from: https://github.com/borjafdezgauna/CoderDocTools/releases/latest
If, for example, you want to convert to PDF the SimionZoo repository by user simionsoft, you can:
MarkdownToPDF.exe user=simionsoft project=SimionZoo output-file=SimionZoo.pdf