Hi Manuel

This feature is already built into the Email Archive functionality.

Choosing this will save the EMail as an EML file, and the attachments will be saved as separate documents. (see below)

I also usually apply the Email FIelds metadata to the attachments by clicking that option (see below)

As the Documents attachments don't automatically link to each other, I save the Emails Conversation ID as a metadata field and then use workflow to create links