convert directly from bag to pcd

edit

I don't know of any existing node which can do this, but it's a very simple one to write yourself. The point cloud callback function would look like this:

void cloud_cb (const sensor_msgs::PointCloud2ConstPtr& input)
{
  // Convert the sensor_msgs/PointCloud2 data to pcl/PointCloud
  pcl::PointCloud<pcl::PointXYZ> cloud;
  pcl::fromROSMsg (*input, cloud);

  pcl::writeASCII("saved_ascii_cloud.pcd", cloud);
  pcl::writeBinary("saved_binary_cloud.pcd", cloud);
}

You'd need to write a node which subscribed to your PointCloud2 topic with this callback, and add some code to create a numbered sequence of file names.

Hope this gets you going in the right direction.