I am using jpegoptim in PhpStorm as external tool.
Works fine when I do select 1 file.
That's not possible at the moment (not supported).
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If you definitely need it in one go (and not calling that External Tools entry once for each file)... then what you may try is:
Copy Paths
from context menuCall another External Tools entry that:
$ClipboardContent$
macroA bit too complicated as for my liking... Plus, I've not tried it myself so not sure how line ending symbols will be passed here (so it can be parsed in the script).
BTW -- you can assign custom shortcut to particular External Tools entry so you may call it for each file individually -- it will be faster with shortcut than doing the same with the mouse.