First of all read the question and know what it is asking. Is it asking for protocol for diabetic management, is it asking you the clinical presentation of a disease, or is it asking you the steps to doing something or carrying out a procedure
After finding out what the question is asking, the next thing is to look at the options. The best way to start picking your answer is to group things that are alike together, like signs of hypoxia or signs of thyroid storm. Put things that are alike together and then look at the options you have grouped together and see which group answers the question best then pick that group as your answer
Keep in mind, these questions can make you lose points : i.e if there are 3 correct ansers out of five and you pick all five , you will gain 3 points for the right answer and lose 2 points out of those 3 points because of the wrong answers. Again if only 1 answer is right and you pick all 5, then you will get 1 point and lose 4 points, so that one point you got wont even count and on top of that you will still lose 3 points. Because of this, its important to pick only the answers that you are sure of. You dont want to be 2 points away from the required passing score becasue you lost points this way.
Addendum
I recently found out that the select all that apply questions are all or nothing on the NCLEX, it may be that way on the HESI, so please keep this information in mind.
These are just a few tips for answering select all that apply questions on hesi or nclex