If most (or all) of the comments need to be removed it's generally easier to custom flag one and explain. Example:
All these comments are (obsolete, off-topic, etc)
All these comments except the first two should be removed for reason xyz
If it is a particular mess you can just say:
These comments are a mess. Most of them can probably be removed
Or if it is a small mess, flag the individual comments that need to go.
Ultimately if you flag individual comments they will be grouped together in the queue, so it really doesn't matter which option you choose that much.
One thing about the comment handling tools I think I should point out is that they aren't great. We can't mark a comment flag helpful and take no action for example. If you're flagging a borderline comment use custom flag and give an explanation on why you think it needs to be removed. That way your flags won't get declined.