Object selection is essential in virtual reality (VR) head-mounted displays (HMDs). Prior work mainly focuses on enhancing and evaluating techniques for selecting a single object in VR, leaving a gap in the techniques for multi-object selection, a more complex but common selection scenario. To enable multi-object selection, the interaction technique should support group selection in addition to the default pointing selection mode for acquiring a single target. This composite interaction could be particularly challenging when using freehand gestural input. In this work, we present an empirical comparison of six freehand techniques, which are comprised of three mode-switching gestures (Finger Segment, Multi-Finger, and Wrist Orientation) and two group selection techniques (Cone-casting Selection and Crossing Selection) derived from prior work. Our results demonstrate the performance, user experience, and preference of each technique. The findings derive three design implications that can guide the design of freehand techniques for multi-object selection in VR HMDs.