Regarding: "...Really cool would be something like:
             cat db1.dat db2.dat db3.dat > final.dat"


I don't think there are any "really cool cat's" available.   ;-)
The format of the database is fairly fancy, though it is documented if
you think you'd be interested in writing a utility against it.

You can use the command line utility with its ".dump" command to output
the schema and data for the databases to be appended, then run these
against the original database to add in the new tables and data.

It will be slower, since the data must be dumped as well as inserted,
but if you don't have any conflicting names in your schemas, maybe this
would save you writing code. (If you can delay adding indicies until
after adding the data you may see some speed improvements.)


Don't know if this helps,
   Donald

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