just some brainstorming
link() takes a kwarg, multi = False | True, if it is True then use allow the use of Crtl as a modifier. In _set_feature we don't call _reset_feature if the modifier is present, and we use a list of PreviouslyModifiedData to store the orig data of the selected stuff.
Seems like Event has a modifiers attribute so this should be straight forward: https://github.com/pygfx/pygfx/blob/6e39c3470ec3956753f189f56451e5336be77b79/examples/feature_demo/multi_select.py#L63