Wouldn't the filenames be sufficient?
I shoot multiple exposures when I intend to produce an HDR image.
I start with the longest exposure (which can be three or four stops over), and finish with the shortest exposure (which can be three or four stops under).
If IMG_0001.CR2 is the first of seven exposures, and IMG_0007.CR2 is the last, I can easily tell by the filenames, as well as visually (due to identical composition and exposure times one stop apart) that they belong together.