Please clarify whether you're referring to Graham's Addin or the macros in the link I posted.
The macros in the
Mailmerge Tips & Tricks thread at the top of this forum (
https://www.msofficeforums.com/mail-merge/21803-mailmerge-tips-tricks.html) use Word's native functions, not anything from Adobe. The macro under the heading
Send Mailmerge Output to Individual Files there can produce the PDFs directly, without the need for a document as well.