Click "+Quote" on the first post you want to respond to. Carry on reading. Click "+Quote" on the next post you want to respond to. Carry on reading. Lather, rinse, repeat.
Then go to the end and click the "Insert quotes" button under the reply box. That inserts all of your selected posts (you can remove any of them in this part if you wish) as fully formatted replies (each of which tags the user you're responding to) in one post. You can then type your replies after each.
Alternatively, you can click "Reply" on each post. This does the exact same thing, but the page will shift to the Post Reply box each time you do, whereas "+Quote" keeps your place.
You can even highlight short sections of post like I did for this post, and click on the new Reply button which appears when you do. That creates a fully formatted reply made of only the text you highlighted - and you can do that multiple times across one or several posts.
As with all things, you're not in "trouble" with any one specific moderator. That isn't how it works; almost exclusively in the entire history of this site, any one of us is all of us - we'd act in the same way, no matter what the username on the left is. There are times where we will discuss a specific circumstance, and we may not all concur during the discussion, but we do once a decision is made.
It's also not necessarily double-posting that causes the "trouble". That's not a thing we'd give warnings or infraction points for, and there are occasions where it is warranted or even helpful - such as the F1 threads during a race weekend; these threads move and generate posts extremely rapidly and it is simply better that users keep up with the flow that fret about being the most recent poster if something significant happens.
Most of the time it's unnecessary, but the thing that causes the issue is if a member of staff has notified a user that they are double-posting (usually via the Notifications system, or by a Private Message - both of which generate big red numbers in the top-right of your screen, now on a floating bar with the GTP16 update), and the user carries on doing it without acknowledgement.
We're primarily here to keep everything looking nice and running right, not to ban and warn people, though sometimes the former requires the latter. I love days when I'm not banning or warning anyone of anything - it means everything's looking nice and running right - and there's no need or inclination from anyone on the moderation team to find reasons to ban and warn people. Being ignored when all we're trying to do is keep everything looking nice and running right kinda pisses us off and very much is a thing we'd give warnings or infraction points for.
Ultimately, if you find out you're doing something wrong because the staff contact you about it, the best course of action - especially if you don't understand what it is or why - is to ask (as you have done here). Reply to the staff - find any member of staff who's online - and we'll help you with what the issue is and what the solution is.
We are here to help everyone who wants to be part of our community to remain a part of our community, because it benefits everyone involved.
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