I have a lot of bookmarks that refer to:
- acronyms
- references
- others

it would be useful if I could group these bookmarks.

My usage is: ....see xxx on page yyy.
and with a click jump to page yyy.

I also use "see xxx on page yyy" a lot. In the name of the bookmark, I
indicate the group. It helped me a lot when using fields that point to
bookmarks. You could use bookmark names that start with a tag identifying
the group; for example, AcrNATO, AcrHUD, RefOthello, RefBeowulf, RefIliad
(if Refs and Acrs are your grouping categories). Word often lists bookmarks
alphabetically (such as in the GoTo or InsertField dialog box), so starting
each bookmark's name with a tag indicating its group will cluster them
together. Simple and maybe obvious, but it could be helpful.