This is what you want:
Instapaper!
Go to website,
1. Create account (easy, username and password, nothing else, even password is optional)
2. Follow the site's instructions to add the bookmarklet to your favourites bar.
3. Whenever you visit the site, whose page you want to save as chapter of a file, click on that bookmarklet.
4. Do it for all chapters in sequence
5. Go to instapaper account. Click on either Download to kindle/ download to ePub reader. The file will be either *.mobi or *.epub file.
6. Transfewr file to your reader. Even contents are added.