back when I was vim golfing the normal solution was to make the macro recursive. So you'd record your macro, and you'd end it with '+@q' (move to next line and run the macro again). Then you run the macro once and it runs over every line.
This ends up being really efficient in terms of keystrokes but in practice I think it's hard to think about and not very ergonomic, so I don't end up using it much. But it's a fun trick for golfing.