Add "file group" multiple file handling capability.
File Groups has some tools which make it easy for you to migrate files which are not in file groups (known as "orphans") into file groups.
First things first, you will need to (temporarily) unhide the native Media Library from your admin by adding the following to your
define( 'FILE_GROUPS_HIDE_NATIVE_MEDIA', false );
In the Media Library, you will now see a drop down which will let you "show only orphans". Select any collection of files there which you would like to migrate into a file group, and then select the "create new file group" action from the "Bulk actions" menu and click "apply". A new file group will be created for the files you selected.
Alternatively, individual orphan files have an action called "create singleton group" available to them if you hover over its row in the table.