I just did something very similar. I had several 30 AWG wires going to light bulbs. I just used solder & heat-shrink tubing to connect-into a larger multi-conductor cable. I also used a bit of heat-shrink to hold the bundle of 30 AWG wires together, and another larger piece of heat-shrink over the entire multi-connection joint. The bundle of 30 AWG wires is also glued-down with hot glue, so that a single (shortest) wire doesn't take all of the strain if the wires get pulled-on somehow.
I love the European terminal blocks, and I used two of them on this project. But, where the 30 AWG wires hook-up to the multiconductor, I didn't have space for that.