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.
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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.