Natural has a limit of 32 concurrent print files, but in a single batch session, you can create as many reports as the OS will allow (4B in Linux, about 3K for zOS). This works by reusing one or more printer numbers.
Once a report has been completed, you can reuse the printer number for a subsequent report. Under zOS you have the option of specifying a DDNAME or DSNAME. These must be specified in the JCL. Obviously, you are not restricted to CMPRTnn for DDNAMEs.