I'd use 

sub M_snb()
   sn=filter(split(createobject("wscript.shell").exec("cmd /c dir ""G:\OF\*.xls*"" /b/s"),vbcrlf),":")

   for j=0 to ubound(sn()
     with getobject(sn(j))
       sp=.sheets(1).usedrange
       .close 0
     end with

     thisworkbook.sheet1.cells(rows.count,1).end(xlup).offset(1).resize(ubound(sp),ubound(sp,2))=sp
  next
End sub