Printing multiple JPGs as a single PDF - how to control sequence?

I want to combine multiple JPGs into a single PDF, and am using the Microsoft Print To PDF function to do this. Despite selecting a sort order for the JPGs, the PDF always prints them out of order. For example, if the JPGs are sequenced A,B,C the PDF will print them in C,A,B order.
Following a tip elsewhere I tried changing the properties of the Microsoft PDF printer to "start printing after last page is spooled", but it made no difference.
How can I control the order in which the JPGs are printed to the PDF?

In addition to "start printing after last page is spooled", some people find that when ready to print right click on the first image in the selection to start printing; maybe it works for you.

If I'm not mistaken, this might be yet another manifestation of the Explorer file selection dialog bug, in which the original order of multipy-selected files is corrupted such that the last file becomes the first in the list. Example: go to folder with jpegs, sorted in intended order, and select all using ctrl-A. The next dialog box that this list is transferred to, will have the last file in that original pane moved to the first.