To be clear - You aren't saving yourself any clicks or any time by doing this. The time you save in the merchant window is directly and exactly cancelled out by the time you have to take to mark each item as wares, and in most cases, then some on top of that, since you won't be doing it all at once and will be wasting more time opening and closing your inventory at various times.
Shift left click and toss on mule, the problem happens when your mule isn't your high charisma character. Transferring gear between characters was a big hassle because inventory isn't shared when selling.