Compiler warning CS1591: How to show that warning only for undocumented methods?

No, there is no way. The warning is generated if /doc option is specified. This options does not have any parameters to document methods only. Thus any entry that added to documentation is checked.

You can however disable warning with pragma warning, but it's not very convenient IMO, even if you group fields and properties.

You can disable it for the entire assembly if you wish.