Adding hydrogens to multiple pdb files using Openbabel GUI software
If you got an installation of openbabel's GUI, you equally have an installation of openbabel for the terminal (e.g., in Linuxes) / command line cmd.exe (in Windows).  There is nothing wrong using the GUI for an edit on one file or a few data -- your instructions set are right -- however using the CLI is closer to the engine, thus often more powerful.


Enter the directory containing the .pdb to work with from the command line.
The instruction babel *.pdb -opdb *_h.pdb -h will request babel to look for all *.pdb there and write new .pdb with hydrogens added.  Each file by name in pattern of example.pdb will have its edit recorded in a file named in pattern of example_h.pdb.  While the CLI will report the progress of this conversion, I recommend to slice the task into smaller batches than just one of 9k.  How many .pdb per batch depends on the computing power available on your machine.
The new files written are both discernable by name and time stamp from the retained input.  So you have two criteria to sort and discern the files.  Assuming you subsequently moved the new ones into their own folder, you may rename them en bloc back to the pattern of example.pdb.  If you work with Windows, a program like Ant Renamer may considerably accelerate this task.


Commands and grammar openbabel uses are documented in depth.  For commands accessible from the CLI, just a few are compiled here.  As perspective: note its use may be automated (scripted), for example with Python like the portable WinPython.