Xcode - Building for Multiple Targets Simultaneously

Within a target, you can add other targets as dependencies. So pick one that's going to be your "master" target, or just create another target to act as a container for all your other targets, add your other targets as dependencies, and build that.

Have you tried using xcodebuild from the command line?

xcodebuild -project projName -alltargets

man xcodebuild will list all available options.

xcodebuild does also support multiple targets it just does not say it anywhere in the man page or documentation

xcodebuild -target targ1 -target targ2

In Xcode, within Product > Scheme > Manage Schemes, you'll see a list of schemes that were automatically added, i.e. one scheme for each target in the project. Edit the active scheme, then from the Build phase of that scheme add the secondary target. Now when you clean or build this project using the active scheme, it will clean or build both targets.

Note: the active scheme is shown checked on the Product > Scheme menu.