Master & Sub-Project Schedules in MSP as One Sched

I have created several MS Project schedules which were required at the time. These now have activities linked across them. Driving the tasks as required to show potential problems.

I have created a master project, having the sub-projects inserted. Which satisfies the needs at the moment.

I have now been asked if it is possible to create the master schedule as a single large project, hence no further need in the future to have links between projects as they will be in the one project, less danger of deleting files or other errors.

Any Ideas as to how I can create this monster.