If you press SHIFT before clicking on a component, you will pick up all pieces under your cursor.
Holding SHIFT will "scoop up pieces" while you drag the cursor.
Tapping SHIFT while dragging will pick up all the pieces under the cursor in addition to the ones you are already holding.
Tapping CTRL while dragging will pick up a single piece under the cursor and add it to the ones you are already holding.
Tapping SPACE while dragging will drop the lowest piece you are holding