Dan,
Just as a follow up, and in case others are reading the posts
There is a 3rd way to add the file name and other data but within the image.
Use the "Info Stamp" in the Image Editor, see attached screen shot.
You can apply to a batch of image in the queue by clicking "Apply to all" if there are no other image edits.
Alternatively, save that Info Stamp filter and then right click on the selected thumbs or images in preview. Next, select "Predefined filter" and browse to your Info Stamp filter.
This latter method makes it easy to re-use for other batches of images and add to any existing filters.
Terry