I had thought Graham Mayor had something that would help with this on his site, but I can't find it.

There is nothing built into Word that will do this. Probably the simplest thing to do would be to copy the names and addresses to a new document, convert them to a table, and use that as a mailmerge source. This isn't necessarily less time consuming than going through your document and creating individual envelopes, but it will give you a merge data file for future use.