I have a list of files from UKbiobank imputed data. And I wonder how can I merge 22 chromosome data. Each chromosome has their own data looks like below:

ukb_imp_chr1_v3.bgen 
ukb_imp_chr1_v3.bgen.bgi 
ukb41999_imp_chr1_v3_s487296.sample

I tried to use plink2 but I don't see options that can read bgen.bgi.

plink2 \
 --bgen *imp*.bgen ref-first \
 --sample *imp*.sample \
 --pmerge-list list_bgen_imp.txt \
 --make-pgen --out ukb_imp_allChrs

I thought the index file(bgi) is important but don't know how to involved in my code...