Drop JFIF files above, get one PDF back, in the order you dropped them.
The images go in untouched. A JFIF is a JPEG under a different name, and a PDF can hold JPEG data directly, and each picture is placed into the document exactly as it arrived. No decoding, no re-encoding, no second round of compression. The one exception is a photo saved sideways: PDF readers ignore the rotation note phones write, and that photo is redrawn upright before it goes in.
This is usually what people want a JFIF for. The file arrived from an email or a website, will not open, and needs to go somewhere that expects a document: a form, a printer, a solicitor, an insurance claim. PDF is the format that opens everywhere and prints predictably.
Several files become one document. Drop a folder of them and each becomes a page, in the order they arrive; number the filenames (01, 02, 03) when the sequence has to be certain.
Each page is sized to its image, and nothing is cropped or given an invented white border around it. A photograph of a receipt stays receipt-shaped.
One thing to watch: the PDF is roughly the sum of the pictures. Because nothing is recompressed, twelve phone photographs make a document that weighs as much as twelve phone photographs, which can clear 40MB and stick in an email. If it has to be sent rather than stored, run the images through the image compressor first, then build the PDF from those.
Mixed .jfif and .jpg files go in together, since they are one format under two names.