MATLAB has the endogenous ability to output an individual figure as a PDF formatted file. It does so by first creating a post-script (ps) formatted file and using "ghostscript" to convert it to PDF. Furthermore, it has the ability to output multiple figures as a multiple-page post-script file. Thus, I reasoned that it should be possible to create a multiple-page ps file and convert it to PDF using MATLAB's existing ghostscript install. This submission is the result of that effort.
There is a much more full featured File Exchange submission which requires one to install ghostscript, which I didn't want to do.

What this function does is make a multiple-page post-script file, move it to the subdirectory of the MATLAB root where one can access ghostscript, use ghostscript to make a PDF, and move the PDF back to the starting directory (from which the function was called).

I have tested it in R2012b on MAC & PC, and R2014a on MAC.