Paraview: Create a state file in an external program

My c++ code outputs a number of vtu files and stl files. Each vtk file has a different mesh and a different number of fields. I want the user to be able to open those vtu files in Paraview together so that they are all on the same pipeline. Currently, the user has to open each vtu file separately or group select them together in the Open File dialog box and open them. But I want to give the user a better experience. I like the user to not worry about all the different but files and open just one “combined file”. Is there a way to create one single file from all these vtu and stl files? Or create a single “reference” file that will reference those other vtu and STL files and the user has to open only the reference file?

I just add an answer on StackOverflow.

Create a state containing a list of OpenDataFile()