Amending dataframe from a generator that reads multiple excel files

Question

My question ultimately is - is it possible to amend inplace each dataframe of a generator of dataframes?

I have a series of excel files in a folder that each have a table in the same format. Ultimately I want to concatenate each file into 1 large dataframe. They all have unique column headers but share the same indices (historical dates but may be across different time frames) so I want to concatenate the dataframes but aligned by their date. So I first created a generator function to create dataframes from each 'Data1' worksheet in the excel files

all_files = glob.glob(os.path.join(path, "*")) 
df_from_each_file = (pd.read_excel(f,'Data1') for f in all_files) #generator comprehension

The below code is the formatting that needs to be done to each dataframe so that I can concatenate them correctly in my final line. I changed the index to the date column but there are also some rows that contain data that is not relevant.

def format_ABS(df):
    df.drop(labels=range(0, 9), axis=0,inplace=True)
    df.set_index(df.iloc[:,0],inplace=True)
    df.drop(df.columns[0],axis=1,inplace=True)

However this doesn't work when I place the function within a generator comphrension (as i am amending all the dataframes inplace). The generator produced has no objects. Why doesn't the below line work? Is it because it can only loop through the generator once?

format_df = (format_ABS(x) for x in df_from_each_file)

but

format_df(next(df_from_each_file) 

does work on each individual dataframe

The final product is then the below

concatenated_df   = pd.concat(df_from_each_file, ignore_index=True)

I have gotten what I wanted by assigning index_col=0 in the pd.read_excel line but it go me thinking about generators and amending the dataframe in general.