Some configuration options (e.g. Generate Data Dump or Validation Configuration) allow to select only a specific country.
While one can select multiple countries it would be easier and more in line with established practice to markup selected countries using the CTRL-click directly within the drop down. As it is now you have to reopen the dropdown and scroll again and again.
Another feature to consider in this area is to be able to narrow down the selectable countries to only those ones that are found in the respective data mirror (why would I need to scroll through 50 countries if I only have 4 in my dataset?)