Some answers:
- See Device key - Possible to group? pretty much the same question you have!
- Using the REST API to send data over cellular will rack up a lot more data usage (overhead) than you want. Hologram has a blog post on this: Hologram.io Data Usage Breakdown. In the IoT space, every byte counts —… | by Ross Hettel | Hologram.io | Medium also see Data Usage and more - #8 . You don’t need to use SMS with the REST API it is all over the internet.
Note although it may be easier to use a shared device key You should avoid it for security reasons. If someone compromises one of your devices and gets that universal key your only choice is to kill ALL of your devices by disabling that one key or let them abuse your key. With individual keys you can disable the one compromised key and leave your remaining devices active.
I had a similar concern with a fleet of devices as you and went with the SMS route I describe in the linked community post. I have played and got working sending SMS, sending config information to embedded device after programming (ie Flash firmware, on first firmware boot send config information that in writes to flash storage, ship product), and using cloud messaging in a similar way as SMS.