Efficient way to download large number of files from sftp directory with ssh.net.sftp?

Question

I have a scalability concern with using ListDirectory from ssh.net on a potentially very large list of files (hundreds or thousands of 3-5kb files). When getting a file, I need to open it, download it, create an internal object, and then delete it from the server. How can I make this code as scalable as possible?

Using code like this, I'm thinking it will choke once there are a large number of files.

{
    var ftpInfo = await Task.WhenAll(config.url, config.port, config.userName, config.password);
    var ftpUrl = ftpInfo[0];
    var sftpPort = ftpInfo[1];
    var ftpUsername = ftpInfo[2];
    var ftpPassword = ftpInfo[3];

    try
    {
        using (var sftp = new SftpClient(ftpUrl, int.Parse(sftpPort), ftpUsername, ftpPassword))
        {
            sftp.Connect();

            var filesToDownload = sftp.ListDirectory(ReceiveFilesDir).Where(x => x.Name.StartsWith("example")).ToList();
            var exampleFiles = filesToDownload.Select(x =>
                new ExampleFile
                {
                    Name = x.Name,
                    Content = sftp.ReadAllText(x.FullName),
                    FileIdentifiers = new S3FileIdentifiers()
                    {
                        FileId = Guid.NewGuid().ToString(),
                        BatchId = batchId,
                        BatchDate = batchDate
                    }
                }
            ).ToList();

            filesToDownload.ForEach(f => f.Delete());
            return exampleFiles;
        }
    } 
    catch(SocketException ex)
    {
        Logger.Warning(ex, "Failed to retrieve files from ExampleFileSFTP");
        return new List<ExampleFile>();
    }
}