The quickest way to close a bunch of windows...?
Add a close window button (Customize Screen, Commands, Window) to a toolbar. Clicks are buffered so just click the snot out of it. If you had something open (large assy) that you don't want to re-load, Open, In Session. Flush objects from session.
Single key mapkey. Same as above applies.
Either way is, I believe, faster than anything I've seen so far.
(Wonder if a J-Link close_all_windows function is possible?