Save each part in the assembly as a separate STL file but use the same edge length deviation and curvature angle settings for each. Import the separate STL files into STAR-CCM+ using the One region per file option which will result in separate regions automatically being defined. Split the single boundary definition for each region up by angle and add feature curves as normal to define the edges. The perimeter triangulation at the inter-region boundaries will most likely be different (dependant on the CAD package) but a single mesh continuum with interfaces can still be used, resulting in a conformal mesh at the inter-region interfaces. If the surface triangulation is such that a single mesh continuum cannot correctly edge zip and swap out inter-region boundaries then a different mesh continuum will need to be used for each region, resulting in a non-conformal volume mesh interface.
If you save the assembly to a single STL file, the import process will virtually always result in a single region definition with a single boundary, regardless of the option selected for Boundary Mode (few CAD programs support the multiple solid definition that STL allows). Split the single boundary up using the non-contiguous option and then split the regions up using the non-contiguous option. Add features curves as normal and continue with the meshing process as described above.