Sure, you can add your .BAT files to Paquet Builder and it will compress them into a single EXE file. Then, just add custom actions to run each BAT file you want and wait for their end.
Steps are explained here:
Using Paquet Builder, you can configure your Self-Extracting installer package to execute multiple EXE files sequentially after extraction. This guide walks
www.installpackbuilder.com
But instead of “Execute a program file”, choose “Execute a BAT file”.