Since Front End PM PRO Version 6.3, Group Messaging Can be done.

Please go to Dashboard > Front End PM PRO > Settings > Recipient > Groups for group settings.

Please go to Dashboard > Front End PM PRO > All Groups to create groups and maintain group members.

if you add {role}- with your role name in members box, all users of that role will be added to that group.
eg. you added {role}-subscriber and when save all users of subscriber role will be added to that group.

Add a user to Group: Type name of that user in Members field. User suggestion will show bellow that field. Select that user from that suggestion.

Add all users of a role to Group: Type {role}-role_name (instead of role_name type actual role name). Roles suggestion will show bellow that field. Select role from that suggestion.

Add all users of a role (automatic) to Group: If you want to add all users of a role to a group (automatically add future users of that role to the group) Type {role-unparsed}-role_name (instead of role_name type actual role name). Roles suggestion will show bellow that field. Select role from that suggestion. Users cannot remove themselves from this group as this will be parsed when called. (available in version 10.1.2+).

Users also can add themselves to group from their profile page and front-end settings page.

Screenshot: