Yes. The assembler can handle multiple reference sequences but they need to be combined into a sequence list document before assembly. Do this using Sequence→Group Sequences into a List... and then select this list as the reference sequence. Geneious will then try all reads against all references in a single operation.
If you want to map all reads to each reference sequence in separate assemblies, use the Workflow "Map reads to each reference sequence". This is available under Tools->Workflows.
If you have a lot of shorter reference sequences, consider combining them using the concatenation tool into a single sequence with N spacers between each sequence. This will prevent a situation you can get where you run out of open file handles and you’ll also just get a single contig document produced rather than many (See this article for more information)