The Merge to Individual Docs utility on my Merge Tools Add-in may do what you want.
You can download the MergeTools – 20140111 Add-in that I created from the following page of my Windows Live SkyDrive:
https://skydrive.live.com/?cid=5aedcb43615e886b#!/?cid=5AEDCB43615E886B!cid=5AEDCB43615E886B&id=5AEDCB43615E886B%21566
Save the file in the Word Startup folder. In Windows XP the default location for that folder is
C:\Documents and Settings\[User Name]\Application Data\Microsoft\Word\STARTUP
In Windows Vista and Windows 7, it is
C:\Users\[User Name]\AppData\Roaming\Microsoft\Word\STARTUP
When you have done that, the tab shown below will be added to the Ribbon:
One thing to note is that the field names in your data source must contain only alphanumeric characters (No @,#,$,%,&,(,), etc) and the field names must not
start with a numeric character (0-9).