If you prefer to go through amazon, I believe you can push them to your kindle from the "Manage Your Content and Devices" page of your account. You still have to select each one, but it might be easier than selecting them from the kindle. One thing to note on this is that some (all?) bulk actions are limited to 10-20 at a time. So you may have to select them in batches.
After you have select some books a "Deliver" button is available. I haven't used this option, but I assume it allows you to chose which device to deliver to if you have multiple.
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