You should be able to use inheritance to set all the widgets to the same font, according to this thread:
The idea is to set the font on the top level parent, such as the wx.Panel. Then all the children will inherit that font.
This older thread mentions that you need to set the font BEFORE you create the widgets. If you need to change the font AFTER, then you'll have to iterate over the child widgets, setting their font individually yourself. I would use parent.GetChildren() to get all or most of them.