I need to go for merging using 'Selected change sets' as I only want to merge my changes and not other developers'.
But I could not select all my changes for merging as they are random and seems merging can be done in bulk only if my changesets are consecutive.
Any way to handle this ?
You cannot merge multiple changesets in one go, unless the changesets are in sequence. Take a look at below similar question:
There had bee a related uservoice: TFS to merge multiple, non-continuous changesets. However got declined by TFS PM.
You have to merge either a single changeset or a sequential changesets in one go.