I too have been wanting to do this for a long time. I tried different combinations of merging the notes than doing the TOC and finally figured that since they are simply HTML Anchor/Jump hyperlinks. Therefore, while there is a manual way to do it, it isn't worth the opportunity cost for the time it would take in an example such as this one above.
I am just started to read on the topic but I would be greatly surprised if this hasn't been solved or have