Add a keyboard shortcut or a button to "Send to playlist" with a specific playlist. After you've collected all your songs, hit convert I know it's not really the same, but it's a nice workaround.
It would actually be great if the converter were smart and just add to it's cue when you convert, instead of getting multiple converter-windows up. It would probably also be lighter on the CPU that way.
Maybe also the conversion process window somewhat integrated into fb2k would be nice.