For anybody looking to do this I ended up using this code. This could then easily be put in a loop to get a whole bunch of pages, convert them to PDF's, and zip them all in a single zip file.
Dictionary<string, byte[]> pdfByteList = new Dictionary<string, byte[]>();
string pageName = "TestPage";
string htmlToConvert = GetHTML(pageName); //Perform the Server.Execute() code here and return the HTML
PdfConverter converter = new PdfConverter();
byte[] pdfBytes = converter.GetPdfBytesFromHtmlString(htmlToConvert);
pdfByteList.Add(pageName, pdfBytes);
using (ZipFile zip = new ZipFile())
{
int i = 0;
foreach(KeyValuePair<string,byte[]> kvp in pdfByteList)
{
zip.AddEntry(kvp.Key, kvp.Value);
i++;
}
Response.Clear();
Response.BufferOutput = true; // false = stream immediately
Response.ContentType = "application/zip";
Response.AddHeader("content-disposition", "attachment; filename=TheZipFile.zip");
zip.Save(Response.OutputStream);
}