If in one solo player’s part I select more than one note here and there, and then click the ‘insert forte’ button, Dorico inserts a forte only on the first of the notes selected.
To enable entry of a dynamic onto more than one selected note at a time, what am I doing wrong? 
BTW across players, for notes all happening at the same time, then Dorico allows entry of the specified dynamic onto more than one note at the same time.
I think it might be helpful to get away from the thought of adding notations to “notes”, and instead think about “at a certain position”. Apart from a select few notations (jazz articulations, articulations, fingering), items are independent of notes – hence how you can input things in the middle of tie chains using the caret.
Vertically, you can input onto multiple staves at the same position, but horizontally, it’s generally one at a time. Unless you’re inputting a dynamic phrase, like p < f > p , or a group of playing techniques.
Playing techniques have the option to show their continuation over a specified duration by repeating the playing technique symbol at each notehead’s position, but this isn’t true for dynamics. Once input though, and keeping it selected, you can Alt/Opt-click dynamics to other positions for quick duplication.
Thanks Lillie, this is really helpful.