This is my top tip for doing mass HDR Merge processing in Lightroom.
Work backwards.
HDR Merge using Lightroom
Seriously - start with the last set of three images and work back to the beginning.This gets rid of that annoying thing where Lightroom nudges you along one after it has created a new Dng file, and when you get to the end you realise that you have missed a few.
Seriously this is a great little time saving tip which I am using as I write this!