You should be select a range in the usual way, Shift for a begin/end range and Ctrl for toggling a specific item in the list.

Doesn't that work for you ?

I have not used Firefox before. It doesn't seem to work in Mange history.

If you hold the CTRL Button on Windows or (CMD) On Mac, and press it down while selecting the different pages you want to delete it will select the multiple pages you desire. Then right click and click on the "delete page" option to delete the desired pages which you have previously selected.