In TFS 2012 this is not an option. If the project is small enough there is a trick, you can right-click the folder in source control, do "checkout..." and then request the review. That allows you to review up to 4000 files at a time.
In TFS 2013 a new feature was added, Lightweight Code Commenting in Web Access. This allows you to annotate the code directly from the code tab in Web Access.
There are 3rd party code review options available on Codeplex, I haven't used them in quite a while, but they might add something more to your liking: