I have bulkified my Auto Lead Convert apex class and written a trigger.
It works fine for one Lead updated via the UI.
However when I create Leads in the Open Execute Anaopnymous Window I get an error.

Trigger:

trigger LeadTrigger on Lead (before insert, after insert, before update, after update, before delete, after delete) 
{
    If(trigger.isAfter && (trigger.isInsert || trigger.isUpdate))
    {

        List<Id> LeadIds = new List<Id>();
		Integer i = 0, l = 0;
        system.debug('Trigger size: '+trigger.new.size());
        
        for(Lead thisLead:trigger.new) //loop through all inserted or updated leads
        {
            l = l + 1;
            system.debug('Check that Lead is not converted and meets criteria.');
            if(!thisLead.IsConverted && thisLead.LeadSource == 'Web' && thisLead.Rating == 'Hot') //if current lead matches criteria
            {
                system.debug('Lead '+i+': '+thisLead.Id+' is not converted and meets criteria.');
                LeadIds.add(thisLead.Id); //add Lead to LeadIds list
                i = i + 1;
	        }
	        else
    	    {
            	system.debug('Lead');
        	}
        }
        system.debug(l+' Leads inserted or updated.');

        if(LeadIds.size()>0)
        {
            AutoMassConvertLeads.LeadAssign(LeadIds);
        }
        system.debug(i+' Leads converted.');
    }
}

Bulkified Auto Convert Lead Apex Class:

Public class AutoMassConvertLeads
{
    @InvocableMethod
    public static void LeadAssign(List<Id> LeadIds)
    {
        system.debug('Select the Status Label for a converted Lead');
        LeadStatus CLeadStatus= [SELECT Id, MasterLabel FROM LeadStatus WHERE IsConverted=true Limit 1];
        system.debug('Create Database.LeadConvert List');
        List<Database.LeadConvert> MassLeadconvert = new List<Database.LeadConvert>();
        for(id currentlead: LeadIds){
            system.debug('Create Database.LeadConvert for current Lead');
        	Database.LeadConvert Leadconvert = new Database.LeadConvert();
            system.debug('Set Lead Id for Lead Conversion for current Lead');
        	Leadconvert.setLeadId(currentlead);                
            system.debug('Change status of the Lead to converted for current Lead');
        	Leadconvert.setConvertedStatus(CLeadStatus.MasterLabel);
            //Leadconvert.setDoNotCreateOpportunity(TRUE); //Remove this line if you want to create an opportunity from Lead Conversion 
            system.debug('Add current Lead Conversion to Lead Conversion List');
            MassLeadconvert.add(Leadconvert);
        }
        Boolean LCR_Success = TRUE;
        Integer Count_LCR_Success = 0;
        Integer Count_LCR_Failures = 0;
        
        if (!MassLeadconvert.isEmpty()) {
            system.debug('Convert all Leads and store in LeadConvert Result List lcr');
            List<Database.LeadConvertResult> lcrs = Database.convertLead(MassLeadconvert);
            system.debug('Confirm Success of Lead conversion');
            for(Database.LeadConvertResult lcr:lcrs){
                if(lcr.isSuccess()){
                    Count_LCR_Success = Count_LCR_Success + 1;
                }
                else
                {
                    Count_LCR_Failures = Count_LCR_Failures + 1;
                }
            }
        	system.debug('Lead Conversion process complete');
        	system.debug(Count_LCR_Success+' successes');
        	system.debug(Count_LCR_Failures+' failures');
        }
    }
}

Execute Anonymous Window:

Lead newLead = new Lead();
    List<Lead> newLeads = new List<Lead>();
        
    newLead.FirstName = 'TestFirstName11';
    newLead.LastName = 'TestLastName11';
    newLead.Company = 'TestCompany11';
    newLead.LeadSource = 'Web';
    newLead.Rating = 'Warm';
    newLead.Status = 'Open - Not Contacted';
    newLead.Email = 'test11@testdwr.com.zz';
    system.debug('Lead Company 11: '+newLead.Company);
    newLeads.add(newLead);
    system.debug('newLead11 added to newLeads');
    system.debug(newLeads[0]);
    
    newLead.FirstName = 'TestFirstName22';
    newLead.LastName = 'TestLastName22';
    newLead.Company = 'TestCompany22';
    newLead.LeadSource = 'Web';
    newLead.Rating = 'Hot';
    newLead.Status = 'Open - Not Contacted';
    newLead.Email = 'test22@testdwr.com.zz';
    newLead.Rating = 'Hot';
    newLeads.add(newLead);
    system.debug('newLead22 added to newLeads');
    system.debug(newLeads[1]);

    newLead.FirstName = 'TestFirstName33';
    newLead.LastName = 'TestLastName33';
    newLead.Company = 'TestCompany33';
    newLead.LeadSource = 'Web';
    newLead.Rating = 'Hot';
    newLead.Status = 'Open - Not Contacted';
    newLead.Email = 'test33@testdwr.com.zz';
    newLead.Rating = 'Hot';
    newLeads.add(newLead);
    system.debug('newLead33 added to newLeads');
    system.debug(newLeads[2]);
	
insert newLeads;

Log:

Your help solving this would be very much appreciated.