d = []
for filepath in coach_xlsx_paths:
    # use pd.ExcelFile instead of pd.read_excel in order to use variable sheetnames
    with pd.ExcelFile(filepath) as xl:
        for sheet in list(set(xl.sheet_names) & set(sheet_months)):
            # Returns ordered dict
            heatmap = pd.read_excel(xl, header=[2,3],
                                    sheet_name=sheet,
                                    usecols=14, index_col=None)