Exciting news people! Anaconda now has the desired multiselection in Custom storage spoke which was required for a long time. You can try it in Fedora 24 alpha and Rawhide. I know, it should have been there already but there were way too many other issues to settle before this one.
You can now use
CTRL+click on multiple items. And you can then remove all selected items at once. This should be really nice for those using snapshots or many partitions.
I hope you will like this and please contact me if you are missing any other feature. I would like to help you with any future Anaconda issue.