Try render in place make sure you have the option on to render as events
You have to trick Cubase! I’m using Cubase 5, but I reckon this won’t have changed much.
1: select all your edits.
2: I’m on a PC, so CTRL+Right click one of the edits. Choose a bogus process (e.g. Remove DC Offset - although you may want to do this anyway…)
3: Choose “New Versions”
Now, on my session it doesn’t seem to create the files so…
4: File → Back up Project
When you make a new folder and back up the project into that, all the edits will be rendered as separate files.
Cheers,
De 
Oh, but this won’t incorporate the VST processing. Sorry! But it does give you individual files. Perhaps flattening realtime processing after you do this might work.
e
How about a macro to bounce selection on an event, select next event, bounce selection…repeat.