I like to merge many small mods into one big mod for ease of use, but all of my attempts to do so in GECK have ended in repeated vain.

I tried FNVEdit, and while it will merge the files, it still adds the merged files as masters (which I don't need since I just core dumped their data into one big mod).

Is there any way to merge mods without all this headache?

Get yourself a copy of FNV Plugin Utility, It is the simplest way to merge .esp's. Open one with it hand sellecet merge plugins save and your done. Here's a http://newvegas.nexusmods.com/downloads/file.php?id=39655