How can I export a group of settings in Drupal 8
There are two different things you can do.

You can, as you found, export and import single objects.

Or, you can do a config sync. Which means everything and is usually used to import configuration changes from staging to production or similar.

So you can do a full config export, then all the files will be in your staging folder (not the same as a staging environment) and import them in a different site. Note that there are some limitations, for example, you always need to do a full import (so export the existing config of a site, update it with some changes, then import it again) and the sync only works if the UUID in system.site matches, as it is not supported to import from a separate installation. (But you can import a group of files that don't exist yet.. careful with the UUID's, as the same object with a different UUID is treated as a delete + create, not update).

So you need to pick the files you want to re-use and put them either into an existing export from the target site or put them in a config/install folder of a module, then it will be imported when that module is installed (and only then, there are no automated updates).

You can also look at the 8.x version of the Features project, which basically offers a UI to pick a number of configuration files, similar to what you might know from D7.