In the past, we have consolidates pinned threads by making a single pinned thread which linked to the others. That was an okay solution.
But, given how much of this is cruft that has built up over years, I think it would be better and actually figure out if all of it is necessary, and cut it down. Then put all the text in a single thread, with the first post being a table of contents with links to individual posts (like how @GreysonCarlisle set up his guide to everything Discourse).
I do think you need one rule thread per forum, seeing as different forums have different rules. However, many of those forums could just show the differences and link back to the main rule thread for the rest. (And forums like P&E which share rules with GD can link to the rules there, and only cover what makes P&E different.)
On a side note: I also think that thread I linked above should be pinned separately in ATMB. I haven’t found a thread in all of Discourse that covers everything it does. Not even the threads I’ve found @codinghorror’s Discourse Meta have such an extensive guide to how the markup works here.