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The following should get you close:

import sys
import os
import multiprocessing
from multiprocessing import Pool as ThreadPool
import math
PSSE33BINPATH = r"C:\Program Files (x86)\PTI\PSSE33\PSSBIN;C:\Program Files (x86)\PTI\PSSE33\PSSLIB;"

def main():
    processes = [] # setup blank list for processes
    out_files = ['out1.out', 'out2.out', 'out3.out'] # set this to however you are grabbing your out files
    file_number = 0 # not sure how you are giving file_number, so this is arbitrary
    signals = ['Time'] # not sure what signals you are grabbing, so this is just an example
    path_dir = r"C:\temp" # example
    file_name = "channels" # example
    # Change number_of_threads to how ever many threads you want to use, this is just an example of using all threads in CPU
    number_of_threads = int(math.ceil(multiprocessing.cpu_count()))

    # Loop through out files to setup an argument list
    for out_file in out_files:
        file_number += 1 # arbitrary
        arguments = (out_file, signals, path_dir, file_name, file_number)
        processes.append(arguments)

    # Here I set number_of_threads to equal processes if I don't need to use all available threads
    if len(processes) < number_of_threads:
        number_of_threads = len(processes)

    # Build pool and map your processes to it
    out_pool = ThreadPool(number_of_threads)
    results = out_pool.map(build_xls, processes)
    out_pool.close()
    out_pool.join()  # Wait until all threads are finished


def build_xls((outfile, signals, path_dir, file_name, file_number)):
    # The following may be different depending on PSSE version
    os.environ['PATH'] = PSSE33BINPATH + ';' + os.environ['PATH']
    sys.path.insert(0, PSSE33BINPATH)

    import dyntools

    excel_file = path_dir + "\\sheets\\" + file_name + str(file_number) + '.xlsx'
    dyntools.CHNF(outfile).xlsout(channels=signals, show=False, xlsfile=excel_file, outfile='', sheet='', overwritesheet=True)

if __name__=='__main__':
    main()