Two ways you can add a filter to a bunch of clips.
The first way is to get the setting on one clip, then, copy that clip and paste attributes on the rest of the clips (apple c on the clip with the effect, select the clips you want the filter on, and hit option v).
The other way is to nest. Select the clips, hit option C, then slap the effect on the nest. The problem with nesting is that it gets a little tricky if you want to make edits later. You end up having to step in/step out of nests.
I have to admit, i wish FCP would implement adjustment layers like in Avid/AE.
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