Hi John,
I can't see any way to do it from 'Create Picks' on the document (interesting to know if anyone knows of one)
If you use a Pick worksheet to create you picks, when you do 'Create Pick' you can choose to group by Item and by Document (assuming you don't want it to group your picks per item for all orders, if you do, don't group by document, as you mention wave picking this might be right answer.. i.e. when all shipments are released, create all picks for each item? I'd be interested to know which option you go for.):

This creates one pick per item.

Both for the same Shipment:
