We aim to improve the modelling of deep inelastic scattering by implementing multi-jet merging capabilities in Vincia parton shower in the general-purpose Monte Carlo event generator, Pythia. Merging allows to combine event samples of different parton multiplicities with logarithmically enhanced radiation from parton shower algorithms, without double-counting. Here we consider events up to five outgoing partons and present results for jet analyses compared to experimental data provided by the ZEUS and H1 collaborations of the HERA collider. The analyses span a wide range in photon virtuality, and the results show that the multi-jet merging improves jet modelling especially for low virtuality events.