1. Bring up the menu using the shortcut
2. Pick all options you're interested in
3. Close the menu using the same shortcut you used to open it (or add a 'Close window' option to the menu)
Closing the menu using the same shortcut that opened it it's exactly how it works now. However, what you are suggesting is by default not possible with a Simconnect menu, which requires to close the menu to know which (ONE) option has been selected.
Yes, of course, we can hack the Simconnect menu to do something it wasn't designed to do and, in fact, we already did in the SODE Jetways selection menu. There, you can place checkbox to enable/disable multiple options at the same time.
Yes, of course, we MIGHT change the main GSX menu to be like this but, of course, there will be always someone will find it more annoying, and are those NOT interested in pre-selecting all the options in one go, but rather prefer using separate single options at different times, for example choosing just the Follow me at landing, then parking, then selecting deboarding, doing something else, and then call GSX for a single operation later on, like pushback.
As it's works now, it requires only 2 keypresses, one to open the menu, and another one to select the option which also automatically close the menu, saving one key press.
With your proposal, it would require 3 key presses: one to open the menu, one to select an option, and one to close the menu.
So, your suggestion would save key presses only to those that always select multiple operations, but it will increase the key presses needed for those selecting single services in the order they like or with the need to do something (loading fuel/payload with 3rd party airplanes) between GSX operations.