You can't do this in the CI, but you certainly can in SH.HPBIN.SYS:

command1; command2; command3; ...etc...

Or you could execute multiple MPE commands from the shell:

callci command1; callci command2; callci command3; ...etc...

Note that a udc or command file could easily be written using the anyparm feature and simple parsing functions with "|", for example, as the separator token, to emulate multiple commands per line.