In Audacity, if you only want to convert the music files and not do any trimming, you can drag and drop multiple music files, and use the "Export multiple" function.
You'll be presented with a window where you get to choose the export formats and the output folder, among some other stuff you may not need.
Then you just hit OK to all other windows and your music will be exported quickly.
A tip: I always export music as OGGs with quality 0. In-game you don't even notice the loss of quality unless you really pay attention.