OK, I figured it out!
Setup arrays for Actual Values, and Placeholders
$values = array();
$place_holders = array();
the initial Query:
$query = "INSERT INTO orders (order_id, product_id, quantity) VALUES ";
Then loop through the the values you're looking to add, and insert them in the appropriate arrays:
foreach ( $_POST as $key => $value ) {
array_push( $values, $value, $order_id );
$place_holders[] = "('%d', '%d')" /* In my case, i know they will always be integers */
}
Then add these bits to the initial query:
$query .= implode( ', ', $place_holders );
$wpdb->query( $wpdb->prepare( "$query ", $values ) );
wpdbclass and didn't find any methods that insert multiple rows, so you'll have to do it using one of the two methods above.