How can I stack my Gems on Steam?

Unfortunately, there's no way to stack them.

Multiple groups are created when one converts an item which is not currently available for trading into gems. Trade limitations in this situation are usually from buying the items you want to convert on the market. This makes them gain the same time limitation, and causes them to be made into a separate group from the gems which are currently tradeable. However, each different "available for trade" time will create a separate stack, and once the gems become available to trade, they won't automatically restack into one group. Worse, there's also no way to do it manually.

The only way to prevent multiple stacks of gems from occurring is to only convert items which are already available for trade into gems.

Personally, I do all my gem conversions by opening a random market page and clicking the "Sell" button to view only those items in my inventory which can currently be traded, then converting the items there. It's inconvenient, but effective for avoiding multiple gem stacks.