Remembering last played file in a folder and continuing from there

[Schnurrmaschine]

When you have a folder with hundreds of 3-minute audio files, is there a way of auto-continuing where you were when you close the app again?
Just like with a single audio file, VLC suggests continuing where you left off.
And to clarify, using the "last opened media" feature (or whatever it's called in the english app) doesn't cut it because VLC won't auto-play the next files.

Thanks!