TKDiff used to (3.x versions) allow you to specify multiple file pairs on the command line:
Imagine I've got the original in directory 'orig' and the modified in directory 'new':
tkdiff orig/file1.txt new/file1.txt : orig/file2.txt new/file2.txt : orig/file3.txt new/file3.txt
That would bring up tkdiff with the diffs for file1, file2, and file3 all together -- the "File Pairs" menu would list them as follows:
orig/file1.txt -- new/file1.txt
orig/file2.txt -- new/file2.txt
orig/file3.txt -- new/file3.txt
This doesn't work any more.
I gotta tell ya, I went LOOKING for this 'feature' and couldn't find it anywhere in the projects history. I can only assume that someone, somewhere, made a local modification that "went viral" somehow, because lots of people seem to know about it.
Regardless, while we have NOT re-instituted this particular implementation, the newest release (V4.3) will allow you to do exactly the same thing simply by giving the names of the two directories ; it will match up the filenames itself and allow you to step through each, much as you outlined above. I hope that is acceptable