You will have to create batches of shipments for an easy processing on the Shipments page.
Want to read more about batches?
So basically you have to follow these steps:
1. Add shipments to a batch.
2. Filter the shipments on the basis of the Batch ID and print the picklist to collect the items.
3. Process these shipments belonging to one batch as you have always been doing!
Learn more about How to process Shipments?