Bill,
This is not possible through the Project Work Plan as the interface only allows you to send a Progress Update Report for one item at a time but you can do this with a Custom Action. If you create a Custom Action as Always Run for All Users (or narrow it down if you wish), you can have a button available that will do this. The action would be Send Progress Update Report and you will be able to select multiple Tasks when running the Custom Action.
Sincerely,
Boris
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