Hi Andrew,
1. It's not common 
- we use hierarchy parents!
2. "But it will not trigger if you double click the cell in the page axis - EPM bug " - please, open a support request to SAP - it's a real bug.
3. "You can create a special button to select multiple members with OpenMemberSelector and based on the result generate and insert page member formula." - it's working! Not perfect - OpenMemberSelector will show already selected members on the left with hierarchy collapsed, but...
Vadim