Group dependabot pull requests (#3753)

See documentation at https://docs.github.com/en/code-security/dependabot/dependabot-version-updates/customizing-dependency-updates#grouping-dependabot-updates-into-one-pull-request

Fixes #3750

Signed-off-by: Dave Thaler <dthaler1968@gmail.com>

.github/dependabot.yml

@@ -14,12 +14,23 @@ updates:
     schedule:
       interval: "weekly"
       day: "saturday"
+    groups:
+      actions:
+        patterns:
+          - "*"
 
   - package-ecosystem: "gitsubmodule"
     directory: "/"
     schedule:
       interval: "weekly"
       day: "saturday"
+    groups:
+      generic:
+        patterns:
+          - "external/win-c"
+          - "external/Catch2"
+          - "external/pe-parse"
+          - "tests/external/kissfft"
 
   - package-ecosystem: "docker"
     directory: "/images"