No, you cannot group them. The only group you can get - is in views. Good practise is to 'clone folder' - then you can apply settings to all floors or elevations at once. Well structured views are also very useful - with folders following project stages etc. This way it's possible to pre-set a lot of options for views (layer combinations, MVO etc) and use them in template.
The only way you can control dimensions apart of show or hide layer - via renovation filter or using partial structure display. Then dimensions, placed in core of load-bearing only, will be hidden in full structure mode.
Annotation is possible to control via MVO - because MVO can communicate with GDL scripts. But to do this - you need to program your own annotation elements on GDL. I did that in my library and it works very nice - I can show or hide specific labels, change font of all labels and markers instantly and control size in MVO.
Unfortunately it's impossible to do the same for dimensions apart as create GDL object as dimension line (that I don't think good idea, because placing dimensions with such custom GDL tool will be not so fast and comfortable). But I wish I could control dimensions in the project via global GDL script.