Instapaper has the facility to convert web pages to ePub format.
If you're happy with scripting, and you you can get a list of links from the page, you could use the Instapaper API to send these to your instapaper account.
You should then be able to download your "unread" links to an ePub file.
If you're not happy with scripting and the API, download the "read later" instapaper bookmarklet, open each webpage in a tab and click "read now" to send the pages to instapaper. I managed to send 10 pages to instapaper in under a minute, so as a manual process, it's a relatively quick thing to do.