You will have to work on change he serenity-core implementation. Please check the following link as staring point.
https://github.com/serenity-bdd/serenity-core/search?q=FOR_EACH_ACTION&unscoped_q=FOR_EACH_ACTION
The link contains the references of FOR_EACH_ACTION. You will need to add custom logic in the core implementation to override the generated file names.
~Naresh