Hi Simon,
Importing PDFs into InDesign is the most direct way, but I understand your predicament with 1000s of PDFs. Some ideas:
1) Scripting InDesign to work with PDFs. There’s a script that works for Digital Publishing Suite (http://www.adobe.com/devnet/digitalpublishingsuite/articles/dps-pdf-to-indesign.html), although it hasn’t been (and won’t necessarily be) updated for Digital Publishing Solution. If you don’t want to update the script, you could potentially import into Digital Publishing Suite and migrate using the migration tool into Digital Publishing Solution.
2) I don’t think this is what you’re trying to achieve, but if you don’t need the PDFs to be rendered right in the article and are fine with linking to them, you could potentially add the PDFs into a Shared Content directory and link to the PDF from each article. The PDF would open in a webview popup. You’d need to use the Producer APIs to create Shared Content entities (and store the files) and you’d probably want to programmatically create the HTML articles that open them. I’m not aware of a way to load a PDF inline into an article right when it renders without the popup.
3) I’m aware of third party vendor solutions for like http://www.pdf4dps.com/ from CrossIP for Digital Publishing Suite, but I don’t know if they’ve been updated for Digital Publishing Solution.
I’ll also message you privately for some additional information.
Brian