As long as the entities are both specializations of system.filedocument, there is a Java action in Community Commons called MergeMultiplePDFs. You should be able to get it working.
Hope that Helps,
if you want to append an image, you'll need to create a simple document template that contains the image, generate a pdf file from the image, and then use that file in your merge.
here are some screen shots where I have this working in one of my apps.
I create a new object, which is a specialization of System.FileDocument
Then I generate and retrieve some PDFs, which are all the same object type (entity). I create a list of these objects and add files to that list:
The Change List action is configure like this:
And the Merge Java action is configured like this:
Hope that helps.
as said by Mike,
PDF merge can be done using the Community Commons lib. MergeMultiplePdfs java action and you can find the documentation below link.