Source for Sentinel-Scripts/Sentinel 2/Scripts/gdal_merge.py gdal_merge.py
Here are a few examples for Sentinel-2 Level 2a products.
To generated merged tif run tiff-generator.py and input path to zipped product when prompted.
$ python3 tiff-generator.py
$ Input Path? Inputs/S2A_OPER_PRD_MSIL1C_PDMC_20160527T131839_R080_V20150728T113618_20150728T113618.zip
This will generate a resampled(20m) geotif containg all band in the order 1 2 3 4 5 6 7 8 9 10 11 12 8A