You can use UNION to combine the queries.
Your server can then concat the binaries before sending them out.
I found out that doing this in SQL took to long and increased the compute time to much.
You can stack the UNION queries for more objects.
Here is an example of the query I used:
SELECT 'road' as name, ST_AsMVT(q, 'road', 4096, 'geom') as tile