Are you checking multiple URLs originating from the same domain name, or numerous URLs spanning various domains? If it's a single domain you're checking then you can use "Root" on Majestic instead of searching links by "URL". This would grab all of the URLs the domain has links to, which is likely not what you want... But, perhaps if you then export the full list as an Excel/text file there is some kind of program which can match content from a second file against a first and remove lines which have no match (or only keep lines which have a match). Sort of like how on Scrapebox you can filter out URLs by "Containing" or "Not Containing". I know there are things out there with this functionality but I don't remember as I've never had a use for such things.
Also, just out of pure curiosity, what purpose do you want this function for?