This is not exactly what you want, but you might find it helpful:
1. open first book. Close it.
2. open second book. Close it.
(repeat for the number of books you want)
3. in file chooser, press L. This will open a list of books that you opened recently. If you use that list to open a book, closing a book will return to that list, so it should be fairly easy to switch between them. KPV doesn't save full state of the book on closing, so it won't be exactly as you left it, but with a few keypresses more you'll get there
Alternatively, you can copy all the books you want to quick reference to the same dir. (that is, use directories instead of collections. I wish amazon used this too