Unfortunately, there's no way to do that. However, you can get the Domain Auctions service for $4.99 a year plus tax and you can list them all at the same time. Generally, people will look at what else you're offering if they're interested.
Once your issue is resolved,
please be sure to come back and click accept for the solution
With coding changes it may be possible; so I guess that this will turn into a feature request to GD.
There is a workaround, list one of the domains and within the comments section state that the sale is for a grouping of four domains (in this case) including: XXX, XXX, XXX and XXX.
Naturally it would have to comply to the TOS.
I'm also seeking to sell groups, lots, portfolios... have carefully built sets with similar spellings (likely misspellings), abbreviations or not, and of course different suffixes. The problem with listing all individually is pricing -- let's say you want to sell a set of four for $4000 -- do you list all four, each at $4000? Then how can somebody buy all four? Do you list all four, each at $1000? Then somebody buys one and blows off the rest, which nobody else will ever be as motivated to buy. I suppose you put the high price on all, then hope they somehow put offers on them that add up well, but can you see that through? Or might they end up buying just one, anyway? Being able to bundle them would make it a sure thing, really easy to understand, and of course make it really clear what you have for sale in the first place. Sure wish this feature existed.