UDP is about datagrams. It has no conception above that, especially not how to concat datagrams nor how to distinguish them after concatenation.
However, it is not clear to me *why* you want to do so. What does "all the messages" mean exactly? A sequence of messages from the same source? A soap of messages from different sources? What should happen if one of them is missed on transmission? Such questions need to be handled as well.
IMHO we're speaking of stuff belonging to the application protocol layer!?