*shrug* I don't recall having huge issues in that regard. Imps are so squishy that a lot of the time I just leave them at level 1. Most everything else is reasonably intelligent enough to go do the jobs that I'd want them to do anyway.

Call to Arms or grabbing dudes and throwing them into newly claimed areas to fight monsters was generally sufficient for my needs.

In KeeperFX that is no longer the case. By default now, you'll select units in a loop, so you pickup the unit first that you haven't picked up for the longest time. So if you want to pick them all, just keep clicking the creature icon and drop them every 8th click.
In addition to that, you can hold Ctrl when you pickup a unit to get the strongest, or Shift to get the weakest from a stack.