well to answer your question OP. i don't remember if it works in final cut express or not, but after you get it how you want for one clip. then do a cmd+c to copy the clip, then go highlight the next clip and hit option+v and it might bring up another menu with a bunch of property check boxes. then just check the filters box and it will apply all the filters you just copied from the last clip onto the new clip. so you can highlight everything and do it all at once if you want.
like i said tho, it works in FCP not sure about FCE