You can do it once for each workbook.  

1) Select the first worksheet tab, then scroll over and hold the <Shift> key
while clicking the last tab.  This will select all worksheets in that
workbook.
2) Define your paper sizes, headings, etc and they will be applied to all
worksheets.

There may be some way to change your system settings, then go to each
workbook and apply default settings, but that is beyond me.  Maybe you can
create a general macro to do it then start each workbook running that macro.
Hopefully, someone else can help with that.

Good Luck,
Jim