In digit first mode I would like to be able to select multiple digits. For instance, when starting a new game I like to put all 9 candidates in every open square then select each individual digit and eliminate it from the row, column and box where that digit is given as part of the solution.
Selecting multiple digits would also be very handy when dealing with doubles and triples. When you have a double, say 1 and 9, you could select 1 and 9 and it would highlight all the squares where either or both of those digits appear. Then you could tap each square to eliminate both digits at once.
Of course, this would require making some assumptions about the user's intentions. If multiple digits are selected and a square is tapped that has none of those digits then the digits are added to the candidate list. If a square is tapped that has one or more of the selected digits then the ones that are part of the candidate list are removed, but no digits are added.
I hope you will consider this for a future update.