Subdomain meshing

I hope I am just missing something here, but is it possible to mesh subdomains individually from the gui? Or e.g. refine just a single subdomain?

Currently, I mesh my models with one global mesh size, with as you can imagine is not very performance efficient.

Currently it is not possible to separaterly mesh individual subdomains or regions (that is first mesh subdimain 1 then mesh subdomain 2 etc). However, you can assign different mesh sizes to subdomains and boundaries by entering an expression that evaluates to and array in the "Subdomain Grid Size" and/or "Boundary Grid Size" edit fields of the "Grid Generation Settings" dialog box (Note that currently the mesh domain numbering and geometry numbering might not be the same, so you might have to experiment a little to get it right.)

See for example the conducting sphere and porous media flow simulation tutorials in the toolbox documentation that uses this functionality to mesh subdomains with different grid sizes.