Sorry for the delayed reply.
I took a closer look at the issue and the functionality you need is already implemented. There is just small glitch at the merging of the methods: if you generate more callbacks at once, they will be separated like this:
http://i.imgur.com/07BK5y9.png
However if you define first callback in the model, then export, then you define other callback and export again, they will be merged as required:
http://i.imgur.com/edYHlSl.png
Also if you merge the annotations by hand and import the project again, ORM Designer will not change them after the next export.
We will prepare fix for this, but I thought the workaround might be useful in the meantime. The fix will be released in one of the next versions.