Here is an adapted version of the code given in the answer I linked to. You will need to adjust this depending on the class and packages you are using and on how full the pages of your PDFs are. The code below is conservative and assumes the pages are quite full though the sample PDF I included doesn't meet this requirement so the pages look too empty. I'm guessing your PDFs are fuller but obviously that's just a guess.
\documentclass[a4paper]{article}
\usepackage{geometry}
\usepackage{fancyhdr}
\usepackage{pdfpages}
\usepackage{xparse}
\usepackage{kantlipsum}
\makeatletter
\NewDocumentCommand\headerspdf{ O {pages=-} m }{% [options for include pdf]{filename.pdf}
\includepdf[%
#1,
pagecommand={\thispagestyle{fancy}},
scale=.7,
]{#2}}
\NewDocumentCommand\secpdf{somO{1}m}{% [short title]{section title}[page specification]{filename.pdf} --- possibly starred
\clearpage
\thispagestyle{fancy}%
\includepdf[%
pages=#4,
pagecommand={%
\IfBooleanTF{#1}{%
\section*{#3}}{%
\IfNoValueTF{#2}{%
\section{#3}}{%
\section[#2]{#3}}}},
scale=.65,
]%
{#5}}
\makeatother
\pagestyle{fancy}
\begin{document}
\newpage
\appendix
\secpdf*{PDF on Starred Section Page}[3]{/usr/local/texlive/2013/texmf-dist/doc/latex/mwe/mwe.pdf}
\kant[2]
\section{Include PDF after Section Page}
\kant[1]
\headerspdf[pages=1-2]{/usr/local/texlive/2013/texmf-dist/doc/latex/mwe/mwe.pdf}
\secpdf{PDF on Section Page}[4]{/usr/local/texlive/2013/texmf-dist/doc/latex/mwe/mwe.pdf}
\kant[2]
\secpdf[Short Title]{PDF on Section Page with Short Title}{/usr/local/texlive/2013/texmf-dist/doc/latex/mwe/mwe.pdf}
\kant[3]
\headerspdf[pages=2-3]{/usr/local/texlive/2013/texmf-dist/doc/latex/mwe/mwe.pdf}
\end{document}
Sample output:

pdfpagesby design imports the pages each on their own page. Is there a reason you can't build the whole document all together, instead of piecing them together afterwards? – cslstr May 09 '14 at 00:04\documentclassand\usepackage. A document which starts\begin{document}will not compile. – cfr May 09 '14 at 00:31\sectioncommand in that case? – cfr May 10 '14 at 02:10\pdfpagescould include the external PDF full page with headers. To include section headers, the external doc would have to be scaled down as you have shown. – cslstr May 10 '14 at 02:14When I was using \pdfpages code only, the converted pages covered the whole page of each appendix page (including the header)
– Jens May 10 '14 at 13:13