Another method to select multiple facets from multiple facet panels at one time is to press and hold the Ctrl key (or Apple key on Macs) while clicking on facets. After selecting several facets, release the Ctrl or Apple key, and the search will be updated with the new search criteria.
A caveat to this method is that for some browsers holding the Ctrl key while scrolling is also a shortcut for zooming. If holding the Ctrl key while scrolling is affecting the zoom on your page use the Multi toggle button to select multiple facets.