The way you are doing it is perfectly fine, and probably the best way to add multiple entries at once to the same group.
What I meant about “adding groups to entries” was simply to type the group name/names into the “Groups” field (located in the “General” tab, by default). You can type whatever you want in this field, including group names that don’t exist yet in the “Groups” panel, such as aging in the screenshot.
To add multiple groups to the entry – or in other words, assign the entry to multiple groups – just type the group names, separated by the delimiter used by your library such as aging, male 
Note: The delimiter is comma by default, but PubMed keywords contain commas, so I prefer to use semicolon as the delimiter.
Use the “Filter by groups” button to choose which entries to show.
Toggle the button off to show within-group entries at the top followed by additional entries (that are not in the group). The row highlighting is disorienting, but you can still tell that the entries are divided because the entries are sorted by Citatationkey, and the sorting “starts over” where the additional entries begin.
I agree that maintaining orientation and keeping specific entries in view in JabRef is often a struggle (see other post by me in this forum). One thing EndNote does that I like is keep entries selected when the user “opens” another group containing the same entries.