In the end I paid £25 for Tuneskit's DRM removale tool for the Mac (they do a Windows one as well). It still requires the .aa / .aax files to be imported into iTunes, which I could only do file by file (ie individually rather than as a block), but once in all I had to do was use the "add" option in the Tuneskit software, and select all the files I wanted to convert, and start it. It then ran in background at about 5 minutes per file (or 5 minutes per 6hrs playing time) so quite fast. After that it was a drag and drop onto the Sony Walkman. No chapters, but then thats how the Audible files come anyway, just a single block.