try to create a constructor. Inside this constructor, set the property 'IsMass' to 'true' for the action. It should look something like this.

    public class USRCBVCVacationsEntry : PXGraph<USRCBVCVacationsEntry>
    {
        #region Selects
        public PXSelect<USRCBVCVacations> Vacation;
        #endregion

        #region ctor
        public USRCBVCVacationsEntry()
        {
            Approve.IsMass = true; // <-
        }
        #endregion

        #region Actions
        public PXAction<USRCBVCVacations> Approve;
         PXButton(CommitChanges = true, Category = "Processing")]
         PXUIField(DisplayName = "Approve")]
        protected virtual IEnumerable approve(PXAdapter adapter)
        {
            USRCBVCVacations vacations = Vacation.Current;

            USRCBVCVacationsEntry graph = PXGraph.CreateInstance<USRCBVCVacationsEntry>();

            PXLongOperation.StartOperation(this, delegate ()
            {
                vacations.Status = Vacations.Helper.Constants.Status.Approved;
                graph.Vacation.Update(vacations);
                graph.Actions.PressSave();

            });

            return adapter.Get();
        }
        #endregion
    }

Try adding the [PXMassAction] attribute into the action definition:

public PXAction<USRCBVCVacations> Approve;
>PXButton(CommitChanges = true, Category = "Processing")]
>PXMassAction]
>PXUIField(DisplayName = "Approve")]
protected virtual IEnumerable approve(PXAdapter adapter)
{
	//...
}