Thanks Paul and Joaquim.
Since I had this issue I search an alternative for:
gs -dQUIET -dNOPAUSE -sDEVICE=pdfwrite -sOUTPUTFILE=\${BATCH_PREFIX}.pdf -dBATCH \${BATCH_PREFIX}_*.pdf
I found that this works. It looks fine altough the size of the files are slightly different (1.3 MB and 1.2 MB).
gmt psconvert -TF -F\${BATCH_PREFIX} \${BATCH_PREFIX}_*.pdf