Virtually all of these steps were automated by a small Tcl script. It's not in any shape to distribute, but the code isn't complicated. If you really want to do this writing a similar script won't be much of a hurdle.
Be forewarned -- fiddling with this stuff will eat lots of disk space quickly. The raw data for California is 139MB, and you'll probably need another 50MB or so for tiles etc.
crescent_city-e weed-w weed-e alturas-w alturas-e vya-w vya-e mcdermitt-w mcdermitt-e wells-w wells-e
eureka-e redding-w redding-e susanville-w susanville-e lovelock-w lovelock-e winnemucca-w winnemucca-e elko-w elko-e
ukiah-w ukiah-e chico-w chico-e reno-w reno-e millett-w millett-e ely-w ely-e
santa_rosa-w santa_rosa-e sacramento-w sacramento-e walker_lake-w walker_lake-e tonopah-w tonopah-e lund-w lund-e
san_francisco-e san_jose-w san_jose-e mariposa-w mariposa-e goldfield-w goldfield-e caliente-w caliente-e
"" monterey-w monterey-e fresno-w fresno-e death_valley-w death_valley-e las_vegas-w las_vegas-e
"" san_luis_obispo-w san_luis_obispo-e bakersfield-w bakersfield-e trona-w trona-e kingman-w kingman-e
"" "" santa_maria-e los_angeles-w los_angeles-e san_bernardino-w san_bernardino-e needles-w needles-e
"" "" "" long_beach-w long_beach-e santa_ana-w santa_ana-e salton_sea-w salton_sea-e
"" "" "" "" san_clemente_island-e san_diego-w san_diego-e el_centro-w el_centro-e
The tiles are listed by their position in the final rendering.
"" is used to indicate there's no DEM tile for that
position (i.e. it's the Pacific Ocean.)