EDIT: This also works on the sequencer lanes.
This is nuts. After 20 years of using Reason since version 1, and I just learned about this little trick yesterday. Holy crap, I've wasted a lot of time clicking these devices one at a time. I can't believe I didn't know about this... kind of embarrassing, really. It's almost as bad as just learning that the tab button turns the rack around. I hope that isn't a surprise to anyone who just read the last sentence.
Do you have any similar tricks you have recently discovered?