While we discovered that it is possible to select multiple SMS, Calls and even contact to delete them in bulk, we missed on that fact that it is also possible to forward multiple SMS to one or many contact in a flick.

Go to SMS or the message app.
Tap on any SMS which is threaded or has more than one SMS
Now, Tap on extreme left of of any message or tap the menu bar and then tap again on “Select messages”

This will add checkboxes next to each of the SMS received
Select as many you want.
Now tap on the plus sign. This will create a new SMS with all the messages you had selected.

I found the messages need a new line in between them so the reciever can understand the difference. Hopefully will be fixed. That said, you can just type in one or many contact and send across all of the SMS. Again, not a biggie here but a much needed feature for Windows Phone users.