[Toadling]

Thinking about this more, I'm not sure what you mean by the "Cmd-Rtn method". That key combination doesn't seem to do anything for me.

But one other option is to outdent selected items from the Inbox with Command-[.

You could even select multiple items in the Inbox, create a group around them with Command-Option-L, name the grouping, then outdent the grouping to make it into a project containing the actions. It still appears at the root level of the planning hierarchy, but at least it already contains all of the actions.

With Command-4, you could then switch to the sidebar and use Control-Command-up/down arrows to move the new project within the hierarchy.

Hmm, looks like there might be a bug here too. After using Command-4 to get out to the sidebar, I can move the selected project up with Control-Command-up arrow, but OmniFocus gives me an error when I try to move it down with Control-Command-down arrow. I'll log a bug report.