The previous answer did not work for me in PrimeFaces 5.0, so I delved into the generated HTML and found a solution for PF5.
For PrimeFaces 5.0, you can clear the Select All checkbox as follows:
.without-selectall .ui-selectcheckboxmenu-header .ui-chkbox {
display: none;
}
panelStyleClass - styleClass:
<p:selectCheckboxMenu ...
panelStyleClass="without-selectall"
>