Allow pinning files within a session to ensure that they are always open

There are files that I always have open in every session that I often need access to. I like having these open so that I can hit Ctrl+K and find them with a few key strokes in the locator. I also like to use Ctrl+Shift+W (Close All) occasionally to clean up the long list of open documents that grows over time. The problem is that it also closes the files that I always want open.

It would be great to have a way to "pin" files to a session so that they're always open and would be immune to Close All.