It is probably possible to do what you want using a custom adapter, though I'd recommend against it. You can achieve what you require using orchestration.
What you are looking for is likey a convoy, or at the least some use of correlation.
In BizTalk a convoy is a messaging pattern (as opposed a BizTalk feature) that allows groups of messages to be processed by a single orchestration.
You essentially use correlation on a receive port to group messages together in either a parallel (what you probably want) or sequential fashion.
There is an article here by Stephen W. Thomas about convoys (it is for BT 2004 but the concepts still hold) and there is a lot of additional information on the web and in books (Professional BizTalk server 2006 has a subsection on them)
Without more details on your scenario it is hard to know exactly how the convoy would be built but below are two approaches to look at (also, I've not had a chance to properly use BT2009 so there may be extended support for correlation scenarios that help you out).
Flexible Correlation
If you don't know anything about the files listed in the context XML you will probably need a pattern like the one described by Charles Young in this post.
Non-uniform sequential convoy
If you do have a little bit of info before hand one way might be as follows (basically a Non-uniform sequential convoy):
This makes the assumption that there is some way of linking all the files together so you can correlate them.
Create a single orchestration that subscribes to you inbound receive port (which contains the file receive location).
This orchestration will have a single activation receive shape that is set up for your content file.
Once the orchestration is started by a content file a second correlated receive shape starts picking up the messages that match that content file. (this second receive could possible be in a loop to allow for variable numbers of files)
You then pack them all together into a single outbound file of your design and send them out once the full number of files has been received.