To exclude pages from the dropdown menu widget all you need is page ids. This is not very usable, but surely it is faster than editing every page to exclude it from the menu.
You can get ID of a page from pages admin dashboard or any edit page link. First login to your site and then click pages. On the list, when you hover a page title, you will see a link text on your status bar like this:
This link shows that your page has an id of 1341.
You can exclude pages from your menu listing them with commas between them.
As an alternative to excluding pages one by one from menu, you can use custom wordpress menus with dropdown menu widget.