I know MPV has the ability to play multiple videos in a grid layout, but only if launched from the command line. I’ve used it before but it has been quite a while and I don’t seem to have bookmarked the how-to that I used.
If you meant playing the videos sequentially, VLC can play an entire directory, and you could either name the files with sequential numeric prefixes, or create a playlist file to specify the order
I meant sequentially, the thing is with VLC there is a quarter-second gap between each video.