I'm not sure you can do what you are trying.  (If you ever find out
differently, please let me know...)

One work around I've used is to let TransferSpreadhseet export data to the
single-sheet workbooks that it does by default and then use Automation to
have Excel "move" those sheets into a single workbook.  However, this was in
VBA, I don't know enough about Access macros to say Automation isn't
possible when using them, but I don't think so.

However, if the exported filenames are always the same and if running a
macro from Excel is acceptable, maybe you could use macro recorder in Excel
to create the code that moves all your exported sheets into a single book.
(The code would be very similar to what you might use in Automation from
Access, but getting Excel's macro recorder to write it for you might get you
there quicker if you aren't a coder.)

HTH,