UltraEdit / UEStudio both include in the File menu a list of recently opened and closed files with some extended functionality to open some or all of these at once.
When you open the File menu, you'll see the "Recently opened" and "Recently closed" tabs in the right column of the menu. By default, the "Recently opened" tab is activated; click on the "Recently closed" tab at the top right to activate it.
By default, the "Recently opened" and "Recently closed" lists include a maximum of 16 files. You can increase (maximum of 32) or decrease this value in Settings » Toolbars / menus » Miscellaneous.
At the bottom of the "Recently opened" and "Recently closed" lists are the following two options:
Note that the above functionality is only available in ribbon mode; it is not accessible in toolbar / menu mode.