Welcome to the forum... Here's one method I use...
Choose to render Master Mix as the source and bounds as regions. That should do it but might want to create the regions and
*name them for each song...
CTRL + Double-Click the media item (let's call it song one) to set the selection to it's bounds, then Shift+R to create a region from that, then shift double click the region to name it. Rinse and repeat, should only take a minute or two to do this.
Then choose:
Source: Master Mix
Bounds: Project Regions
*You can then use a wildcard ($region) in the file name and each rendered song will be the name of the region you previously set. Here's a pic. Ignore that I have multiple tracks, it's irrelevant for your needs...