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Note the configurations in all three tools. I have to play with it a little every time to get it right, so you might need to tweak it. You name the sheets in the Layout tool at the bottom of the configuration in "Section Name".
The concept is the same, just use the Table tools individually, add a sheet name field for each and Union them together. Grouping by filename isn't required, just convenient in case your making multiple excel files with multiple sheets each.