Depending on which slicer you use, you can probably merge them as an assembly. I use Orca Slicer and after loading a model I can then right click on it and add an STL to it. Then it's a matter of positioning and lining them up. Once done you can slice it as one model.
I believe you can export as an STL from Orca Slicer, though I haven't done it myself. You'd basically merge the STLs in Orca, export, and then open the exported STL in the slicer of your choice.