Hi Snehal ,
In the Data grid in the selection mode select the simple multi selection option and you have to place 2 buttons in grid one is SelectAll button and another one is action button in that action button call a microflow , for the microflow you will get the list of filtered selected products as input , in that microflow you can iterate the filtered list and save it to another entity.
By using SelectAll option you can select all filtered values at single time ,
Hope this one helps for you
There is a new Mendix data grid widget in the appstore called datagrid 2. I think using this will solve your issues. You will be able to dynamically filter, search and sort