You could examine the INFORMATION_SCHEMA to generate a series of ALTER TABLE statements:
For example, choosing columns that currently have no default, from a given database & table:
SELECT CONCAT('ALTER TABLE `', TABLE_NAME,
'` ALTER COLUMN `', COLUMN_NAME, '` SET DEFAULT = 0;') AS _sql
FROM INFORMATION_SCHEMA.COLUMNS WHERE COLUMN_DEFAULT IS NULL
AND (TABLE_SCHEMA, TABLE_NAME) = ('mydatabase', 'mytable');
You can change the conditions based on other attributes of the column, e.g. data type, etc.