Yes, you can have non taxable products as you wish. To do this, follow the following steps:
Step 1. In your admin panel, go to the 'Products' section
Step 2. If you are creating a New Product, when creating, scroll down the page and you will see a 'Charge taxes' option. Unselect it (as shown below)
If you have the product created already, you can edit the setting. Go to the product of your choice and click on 'Edit' in 'Inventory & variants' (as shown below)
Hope this helps. If you need any further help or got questions, just reply. Do tell if you were able to setup non taxable products :)
Might be a little late, but it is possible to bulk edit your products in your Shopify admin. After clicking on "Products" in your Shopify admin, you'll be able to select all your products and then click "Edit Products". You'll just want to click on "Add more fields" and add "Charge taxes". You'll then be able to check off which products you'd like to charge taxes for.
We've found this bulk edit feature within the Shopify admin to be a very fast and efficient way to make changes like these.