(This is on the premise that those channels are added because they get roles assigned)

Use (or create it) a channel that is only viewed by people that don't have a role yet.

So you could have a channel called #select-channels-first or whatever fits you, and deny viewing the channel for the roles that people can select.

This way, as soon as they pick at least one role, it will be hidden from view. You can then periodically tag @everyone in that channel to remind them.

Alternatively, I'm pretty sure there are bots that allow for multiple actions on reaction roles. So on join they get assigned role Z, and the reaction role options assign role A & remove role Z on button A, assign role B & remove role Z on button B, etc.

Now this is making some assumptions so it won't perfectly fit your use case. If you want some more tailored advice feel free to share some more details on the logistics of your server. Good luck!