update as of 2021. In the current version of Mendeley Citation Plugin, there is no option to select 'Merge Citations'. Here's what works for me on Mac:

- Open the plugin in Word
- Select citations that you want to merge together (there should be a yellow-ish box around each citation). Make sure they are as close together as possible (you can drag them around by clicking the ... icons on the top left)
- Click on the this group of citations (may have to repeatedly click on it - it's a bit of a mystery to me) and a yellow "manual override" will pop up.
- Manually enter what you want the text to be then click save change (hint: the default text tells you which citation has been selected)
[screen shot on mac word][1]


  [1]: https://i.sstatic.net/8KKML.png