Whispering-gallery microcavities have been used to realize a variety of efficient parametric nonlinear optical processes through the enhanced light-matter interaction brought about by supporting multiple high quality factor and small modal volume resonances. Critical to such studies is the ability to control the relative frequencies of the cavity modes, so that frequency matching is achieved to satisfy energy conservation. Typically this is done by tailoring the resonator cross section. Doing so modifies the frequencies of all of the cavity modes, that is, the global dispersion profile, which may be undesired, for example, in introducing competing nonlinear processes. Here, we demonstrate a frequency engineering tool, termed multiple selective mode splitting (MSMS), that is independent of the global dispersion and instead allows targeted and independent control of the frequencies of multiple cavity modes. In particular, we show controllable frequency shifts up to 0.8 nm, independent control of the splitting of up to five cavity modes with optical quality factors >= 10(5), and strongly suppressed frequency shifts for untargeted modes. The MSMS technique can be broadly applied to a wide variety of nonlinear optical processes across different material platforms and can be used to both selectively enhance processes of interest and suppress competing unwanted processes.