You can either compile just one NASC file (but you'll have to add stubs for all base classes - you need just class definition + parameters used in subclasses) or you can join the whole thing into single NASC file and compile whole AI at the time:
#!/usr/bin/env python
# join NASC AI files to single NASC file
from os import walk, getcwd
from codecs import open
cwd = getcwd()
cwd = u"\\\\?\\%s" % (cwd, )
fw = open("ai.nasc", "w", "utf-16le")
for path, dirs, files in walk("%s\\ai-src" % (cwd, )):
for file in files:
print file
fw.write(open("%s\\%s" % (path, file, ), "r", "utf-8").read())
fw.close()