I thought I'd document the procedure I used.
First, download and install SCRIBUS:
# zypper in scribus
In SCRIBUS, create a document with as many pages as you have JPEGs. (You can also add pages later if you don't create enough to begin with.)
On the first page, add an image field and make it as big as the page.
Right-click in the image field and choose (?? import image ??) - select your first JPEG file and click OK.
Your JPEG will probably be bigger than the field, or otherwise not fit exactly. Click on (???) and choose "Resize image to field" was all I had to do.
Do the same for the remaining pages.
Then choose File -> Export -> PDF.