Not sure if its the same on your device, but on Lumia 920 when you open the Album..Tap on the Icon at the bottom - centre and all the Photos will get a Border.. Then go on Tapping on the photo you want to select for multiple selection.. (refer Attachment)
I do not know if this further gives option for sending it thru' BT or not..but certainly there is an option to 'Delete' them as a part of your original query ...
2013-02-12 9:23 - edited 2013-02-12 9:30
If you have a good look at the Bluetooth sharing app, you will see that all it does is to facilitate the bluetooth connection to another device. The actual transfer uses the default sharing function within the OS. hence, if you want to multi select files, then please head over to the Microsoft forum and ask for it there.