I have been wanting the same feature.

The only workaround that I've discovered is to exclude the original transaction and create multiple new transactions.  By doing this you are able to tag each transaction individually.  

For my business it's helpful to use tags for jobs I perform.  This allows me to run a P&L for each job according to a quickbooks tag associated to jobs.  Albeit this does produce a huge number of tags, it can help to keep them sorted in groups and use a consistent system for naming each tag.