Is it possible for the MAT package to export multiple data sets using a single call of the `write` command?

The package docs suggest

matwrite("matfile.mat", Dict(
	"myvar1" => 0,
	"myvar2" => 1
))

There is a @save macro in the JLD.jl package to save “everything” in the workspace using native format. You’d have to do some adapting though, saving only objects of types that MAT.jl can handle.