You can add multiple Cards to a Project Set at once from a search in your Project Library.
Hit the bookcase icon on the far left of your screen to access the Project Library. 
Select "Cards" and filter your search by card category, fields, or type a keyword.
When you have all the cards you wish to add, select one
then hit the double ticks that appear in the bulk actions toolbar to select all.
Choose the "Add to Project Set" option 
and select the set or sets from the dropdown menu and save.