Not that I know of, holding the shift key will let you add to the selection, but you have to open the mesh list every time. Here's what I do to speed the process up a little, right after I import the mesh object I go to solo mode ( while it's still selected ) then select meshes which will have the same material and make families for them. Sometimes I find it faster to use the select all meshes option then go and deselect the ones not need in the family I'm working with. With models that have many parts, you can make families, after many of the families have been made, you can use select all meshes, then go to the family menu and deselect the families by holding the shift key. So you don't have as many meshes to deselect on the mesh list.

Stephen Ray