Kinesis Firehose Delivery Stream - S3 - JSON

What you are referring to is the JSON lines format and is a valid format for storing JSON documents - https://jsonlines.org/

Have you tried using S3 Select - https://docs.aws.amazon.com/AmazonS3/latest/userguide/selecting-content-from-objects.html

It provides the ability to query JSON lines

You can try it from the Amazon S3 console as well as using SDKs.

The following page provides example code in Java and points to blogs for Javascript and Python examples - https://docs.aws.amazon.com/AmazonS3/latest/userguide/using-select.html

Firehose adds end of line characters and each JSON message is stored in a separate line. Each individual file is a combination of mutiple JSON records. You could programmatically read the file and if you read it line by line, that should work in parsing each JSON object.

If each record were written into multiple files, we will create multiple small files and small files impede performance (too much latency) for data analytics - whether you are using Spark/Hadoop/Presto or Amazon Athena. The way to address this “small files” issue is via compaction – merging many small files into fewer larger ones. This is the most efficient use of compute time; the query engine spends much less time opening and closing files, and much more time reading file contents.