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:
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:
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.