And see if you can:
Save File as…
Then see if you can:
Make a Paint layer for each UDIM
Flood fill simple material for each UDIM
Export Material Bake for entire model to 16 bit OpenEXR files for all UDIMS.
I have been making CGI for a living since 1998, and these should be trivial operations.
But they do not seem to be covered in the Manual.