You can add your own custom shortcut to build only the current project (and its dependencies). Go to Tools | Options and under Environment, click Keyboard. Type Build.RebuildSelection in the ‘Show commands containing:’ text box. Then type in your desired shortcut in the ‘Press shortcut keys:’ text box (mine was CTRL+B, CTRL+P). Finally, click the Assign button. Apparently the C# keyboard mapping template has this shortcut baked in, but I don’t know what else will change if I move to that.

There's lots of other actions there also.