Answer by Mensch for Thumbnails of other frames in beamer

You can test with the macro \IfFileExist{filename}{then-do-this}{else-do-this} whether a file filename exists or not and respond accordingly. If the file filename exists, the then-do-this branch is executed, otherwise the else-do-this branch. Replace then-do-this and else-do-this with your own code.

In your new given MWE I would delete thr part to copy the pdf file and change the part to build the thumbnail slide to (supposing you have 4 thumbnails to include):

\IfFileExists{\jobname-copy.pdf}{%\begin{frame}  \foreach \i in {1,...,4} {    \fbox{\includegraphics[width=0.2\linewidth, page=\i] {\jobname-copy.pdf}}  }\end{frame}}{\typeout{No Thumbnails included}}

Now you only need to do (you can put this into a batch file):

pdflatex myslides.texpdflatex myslides.texcp myslides.pdf myslides-copy.pdfpdflatex myslides.tex

The thumbnail were only included if the file myslides-copy.pdf exists. If not file myslides.tex compiles without included thumbnails.

Update 2:

The reason for the error message you got

Error: PDF file is damaged - attempting to reconstruct xref table...

is simple: you want to copy the file myslides.pdf you have already opened to compile it. That's not possible. So you have to first compile the presentation to get the frames and to close this file myslides.pdf. Then copy the file myslides.pdf to myslides-copy.pdf to include the thumbnails from myslides-copy.pdf into a new compiled file myslides.pdf.