Implementing grouping in SolidShaper will be much more complex than triangulation in SSFile, since it requires changing how shapes are managed in SolidShaper, as well as the file specification as well, so I'd like to avoid that if possible.
However, how SolidShaper is designed to work isn't by putting all the shapes used in your game in 1 file and have different objects use different shape.
You should use SolidShaper to create 1 file for 1 object (characters, etc). This way, you're already grouping shapes as a single object. You also don't have to reload all the shapes if you just want one object, and it's easier to manage as well.
You can, however, put all the static objects in 1 file, like the terrain and other fixed objects.
In other word, if you have a character sprite, just load it as a reference in SolidShaper, outline it with shapes, and save it as a file (i.e. sprite.ssf), then there you go, the collision map for that sprite is done.
You can also achieve concave polygons if you can snap the vertices to the grid, since the only difference between that and triangulation is that, by using polygons, you'll have to manually make sure the vertices are at the same position, so that there isn't any holes (sometimes this doesn't even matter), while with triangulation or triangle strips, this is done automatically.