A friend suggested ps2pdf, a command-line tool to convert from PostScript files to PDF.
Since GIMP can save to PS format, I saved all my images into PS format first.
However, the tool would accept only one ps file as input. So, I could get PDF file for each image, separately. Clearly this is not desired.
However, ps2pdf can read input from stdin by using -.
The solution was straightforward now:
$ cat page*.ps | ps2pdf - supplication.pdf
Works out of the box! (though takes some time).