To do "shift-g" as a move order, you need to:
1 - select multiple units (the ones you want to bunch up)
2 - they need to have a regular move order. If they don't already have one, you can give them one
3 - then while they are still selected, hold "shift" and press "g"
You should see their move order change. Instead of one order for all of them, they each get their own individual move order. And this causes them to behave differently.