Hi David,
I've answered your questions in order below:
Link the selected incidents to a problem/change/release or another incident I agree, this would be a very handy feature! I've created a feature request so we can keep track of this internally.
Resolve incidents Yes, this can be done at the moment. Just select the option "Set Status To" and this will let you choose the status. See screenshot:
Add a comment in the resolution section for selected incidents True, this is not possible at the moment. I've created a feature request so we can keep track of more requests for this internally.
Access the Mass Actions through the dashboard We've actually discussed at length internally in the past, and actually mocked-up some potential designs for this. While nothing official is planned around this, it is something we're thinking about! :)
Hope this helps :)
Luke