Is it possible to have the agent parse several log files and use wildcards for that?

Yes, you can have the datadog-agent parse several log files by using the following syntax in the datadog.conf configuration file of the agent:

dogstreams: /path/to/log1:/path/to/parsers_module.py:parser_function_name, /path/to/log2:/path/to/other_parsers_module.py:its_parser_function_name

Yes, logfile paths may include wildcard *'s and ?'s, so you can have the datadog-agent parse all log files of a given directory for instance:

dogstreams: /path/to/logfolder/*.log:/path/to/parsers_module.py:parser_function_name  

For further questions about setting up log parsing with the agent, you can refer to:

• our official documentation: https://docs.datadoghq.com/logs/log_collection/#tail-multiple-directories-or-whole-directories-by-using-wildcards
• this step by step very detailed guide: https://help.datadoghq.com/hc/en-us/articles/209064386-How-to-collect-metrics-or-events-with-a-Custom-Log-Parser