Create New Macro In New Workbook With VBA

Is it possible to create a new workbook, add a macro to it, set it to run as an auto open event and then save and close the new workbook?

To explain a little better, I have a macro in a workbook. This workbook is opened by Filemaker which triggers the macro to run. The macro creates a number of different workbooks using information from an online file dump which is then imported into Filemaker.

However when the import is finished, I'd love for all the files that have been created to get deleted again. Now I realise I could just create a second workbook that Filemaker opens once the import is finished that deletes all the files. However I want to keep things as simple as possible for the user, and for them to have as few files as possible so things are less likely to get misplaced in the future. My concern is as they never see the workbook macro firing, they won't realise how important it is, even if I make it very clear.

So what I was thinking is at the end of the first macro, it creates another workbook, with an auto open event macro in it that simply calls a macro from the original workbook, and once created it is saved and closed. When Filemaker is finished with it's import, it could then open the new workbook which calls the macro in the original workbook. I could then have the original workbook macro delete all the added files, and close and delete the other macro enabled workbook it created. Which would leave me with the original workbook only.