It is not possible to save multiple meshes in a single STL file. Each mesh must be store in a separate file. The code below shows how to save all the meshes and use their labels (unique ID) as a base for their file names.
STL_path = "where_do_you_want_to_save_the_STL_files"
list_of_meshes = ["root"]
while len(list_of_meshes):
label = list_of_meshes.pop(0)
if gvxr.getNumberOfPrimitives(label):
gvxr.saveSTLfile(label, os.path.join(STL_path, label + ."stl")
for i in range(gvxr.getNumberOfChildren(label)):
list_of_meshes.append(gvxr.getChildLabel(label, i))