It is possible to display the windows context menu for multiple files using DisplayContextMenu form JEDI JCL library ?
This is the code:
function DisplayContextMenu(const Handle: THandle; const FileName: string;
  Pos: TPoint): Boolean;
var
  ItemIdList: PItemIdList;
  Folder: IShellFolder;
begin
  Result := False;
  ItemIdList := PathToPidlBind(FileName, Folder);
  if ItemIdList <> nil then
  begin
    Result := DisplayContextMenuPidl(Handle, Folder, ItemIdList, Pos);
    PidlFree(ItemIdList);
  end;
end;
function DisplayContextMenuPidl(const Handle: THandle; const Folder: IShellFolder;
  Item: PItemIdList; Pos: TPoint): Boolean;
var
  Cmd: Cardinal;
  ContextMenu: IContextMenu;
  ContextMenu2: IContextMenu2;
  Menu: HMENU;
  CommandInfo: TCMInvokeCommandInfo;
  CallbackWindow: THandle;
begin
  Result := False;
  if (Item = nil) or (Folder = nil) then
    Exit;
  Folder.GetUIObjectOf(Handle, 1, Item, IID_IContextMenu, nil,
    Pointer(ContextMenu));
  if ContextMenu <> nil then
  begin
    Menu := CreatePopupMenu;
    if Menu <> 0 then
    begin
      if Succeeded(ContextMenu.QueryContextMenu(Menu, 0, 1, $7FFF, CMF_EXPLORE)) then
      begin
        CallbackWindow := 0;
        if Succeeded(ContextMenu.QueryInterface(IContextMenu2, ContextMenu2)) then
        begin
          CallbackWindow := CreateMenuCallbackWnd(ContextMenu2);
        end;
        ClientToScreen(Handle, Pos);
        Cmd := Cardinal(TrackPopupMenu(Menu, TPM_LEFTALIGN or TPM_LEFTBUTTON or
          TPM_RIGHTBUTTON or TPM_RETURNCMD, Pos.X, Pos.Y, 0, CallbackWindow, nil));
        if Cmd <> 0 then
        begin
          ResetMemory(CommandInfo, SizeOf(CommandInfo));
          CommandInfo.cbSize := SizeOf(TCMInvokeCommandInfo);
          CommandInfo.hwnd := Handle;
          CommandInfo.lpVerb := MakeIntResourceA(Cmd - 1);
          CommandInfo.nShow := SW_SHOWNORMAL;
          Result := Succeeded(ContextMenu.InvokeCommand(CommandInfo));
        end;
        if CallbackWindow <> 0 then
          DestroyWindow(CallbackWindow);
      end;
      DestroyMenu(Menu);
    end;
  end;
end;
				
                        
To show the context menu of several items, you must modify the code a little bit.
First you must allocate an array of PItemIDList and fill each element of the array and finally pass to the
GetUIObjectOfmethod the array with the number of elements.Try this sample
And use like so