Perhaps a macro similar to this
This macro loops through a specific folder ("D:\a_tester\") this you need to change of course to suit your needs. For every *.ill file it finds it will add a new worksheet after the last sheet in the workbook with the same name as the .ill file minus the .ill part.
The other parts of the macro starting with ".FieldNames = True" down to "End With" may not be suited for how you wish to import data so I would recommend you record a macro importing one .ill file and replace the parts of my macro that differ with your recorded macro.
In your post you speak of 1000 such files. Does this mean that you will end up with a workbook containing 1000 worksheets? Not sure this would be a good idea.
Alf
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