I think it'd be helpful to click on a train's cargo wagon, then click and drag your cursor across multiple slots (like you would when limiting a chest)... then hit the middle mouse button and assign all the selected slots to whatever your specified item choice is.
Currently, [0.13.15] it can only do this one slot at a time.
Ability to assign items to All or Multiple wagon slots
Moderator: ickputzdirwech
Re: Ability to assign items to All or Multiple wagon slots
To set Filters faster i take a few items i want to filter, put one in each slot an click the middle mouse button on each item.
Setting Filters gif
But your suggestion would be a nice to have feature.