Apple - Move all app windows to another work space in El Capitan
Enable “Group windows by application” in Mission Control preferences:
That will bring back the app icon in Mission Control, which would allow you to drag all windows of a given app between spaces:
There's a workaround, though not as efficient as your previous method...
Right click the App's icon in the Dock, select Options > All Desktops.
Switch to your preferred Space. [I use the Ctrl ⌃ [number] method.]
From the Dock again, turn the Option back to None.