How about going to Thread Tools, then selecting Show Printable Version. Then, in your browser, select File / Save Page As (or something similar). That way, you get the whole thread in a single HTML file, which you can email or sideload to your Kindle.
Note that I haven't tried the above, but it looks like it should work.
Currently reading: Why Was Queen Victoria Such a Prude? (David Haviland); Payment Deferred (C.S. Forester)