Answering my own question, quite simple with ConTeXt:

\definepapersize[a3landscape][A3,landscape]
\definepapersize[a4portrait][A4,portrait]
\setuppapersize[a4portrait]
\starttext
\externalfigure[foo.pdf]
\page\setuppapersize[a3landscape]
\externalfigure[bar.pdf]
\stoptext

G

PS. The solution below does not work because it keeps the sizes of the images and does not set page sizes for the pages where the images are embedded.