If you have Adobe Indesign as many do these days via the CC subscription, Just create a new InDesign document. Set up a grid of image frames and link each frame to a different .ai file (or even to an artboard within an .ai file).
You can export the InDesign file as a PDF (or epub, html, etc) for quick reference.
Open the InDesign file, option-double-click any of the links and it'll open the Illustrator file.
When an .ai file is changed, the associated link in inDesign will update (or ask you if you want to update it).
You can even include figure captions in the InDesign file to include the name of the Illustrator file and other file specific data. (Via Object > Captions)
This method does not require any extra work on the .ai files or the creation of additional jpgs or other formats. It'll work with the .ai files as they are.