Currently, it is not possible to select multiple rows in data grid 2. Instead, you can use a template grid for having a customized view.
Hope this helps!
If you are fine in adding a field to the entity where you store that is has been selected, you can then create a column with custom content, add a button and trigger a nanoflow to save, commit and refresh the current object with the change in the selection. I am now looking for a way to do it for all rows at once.