The usual way of pressing cmd/ctrl key to send a message to all graphs does not seem to work for the legend settings. It is, however, quite straightforward with JSL and xpath.
Example:
Names Default To Here(1);
//Example report with multiple graphs
dt = Open("$SAMPLE_DATA/Big Class.jmp");
gb = Expr(
dt << Graph Builder(Variables(X(:weight), Y(:height), Overlay(:age)), <<Done)
);
New Window("test", gb, gb, gb);
//Set wrap for all legends
(Current Report() << xpath("//LegendBox")) << Set Wrap(2);