Turn multiline selection into multi cursor selection in VSCode

Ctrl-a to select all. (or whatever muli-line selection you want)

Shift-alt-I will put cursors at end of each selected line.

And then if you want those cursors at the beginning of each line you need to trigger the command "cursorLineStart" which is unbound by default. Give it a keybinding and all those end-of-line cursors will jump to the beginning of each line.

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With v1.43 and Column Selection Mode this can be quite easy, see Column selection like Visual Studio and How to put the cursor at the end of all selected lines in Visual Studio Code?