awk to insert a files names

I have a couple of text files
which are named as

1.txt
2.txt
1000.txt
11.txt

I want to cat/merge the contents of each text file into one single file like this

1
content of 1.txt
2
content of 2.txt
1000
content of 1000.txt
11
content of 11.txt

I can merge the files and insert a space between the contents of the files using the awk

awk 'FNR==1{print ""}1' *.txt

But would like to know how to modify the above awk command to include the file names (numbers) at the space between merged files.

Please let me know

awk 'FNR==1{print FILENAME} 1' *.txt

Try that

$ more *.txt > outfile