1) Open a mail merge
2) Press the print button
3) Click Yes
4) At the Output region select File
5) Click at "Save as individual documents
6) Generate filename from Database should be checked
7) Select any field
8) Press OK
At the directory you find one file with the Name <Content of the first data set>0.<File extension>
Known issue, DUP of "Bug 32899 - [Mailmerge] Impossible to get a document per record when mail merging in a file".
Please feel free to reopen this Bug if you find evidence that we have an independent issue here.
*** This bug has been marked as a duplicate of bug 32899 ***