@Johan Cosandey
It's not required to do any of those, since that:
1. You can simply import Pen Indexes as XML.
2. You can create a template with all the required objects with the new Pen set, and save the file and then Copy and paste.
3. Use favourites.
4. Object each object using the GDL editor, in the parameter tab change the pen set, save the object into Archicad embedded library then when you finish, you save your new library to your office depositary. And when you have to make a fresh install, just override your library from the office repositary to where archiCAD is installed.
Beside what you're asking can add a level of complexity to the already made objects that you have no idea if it can suit all the offices that are using ArchiCAD.
@DGSketcher
If your suggestion is to make a quick patch for project delivery when time doesn't permit nothing else then that can be your only choice, but as an office standard, that is just bad practice since that the name itself contains it "Override".
A good friend of mine have once told me that I´m so brute that I´m capable of creating a GDL script capable of creating GDLs.