If you have GridView and are using it to cherry-pick the transactions requested by your auditors, include the {Doc Link} field on the View and enable "Export Documents" in the View | Customize | Views setting.

As with the Financial Reporter, ExcelDirect of the View results in a spreadsheet with links into a Folder created below the Folder containing the spreadsheet containing all the scanned documents.

Be patient after clicking the ExcelDirect button. It takes a while to find and copy every PDF out of the DocStorage Folder.