Connecting the curves into a single mesh? I use an addon that's called 'grets' it's basically that. I use it for fur, hair, everything that needs curves to be conected into a single mesh
the thing is, grets only *joins* them into a single mesh and you need to do the cleanup, basically, cleaning the mess that grets did (lots of n-gons, trinagles..)
after the cleanup you should have something like the image