Run Custom Tool for entire solution

Is there a way to 'Run Custom Tool' for an entire solution?

Why? The custom tool is under development and when changes are made I need to refresh all the items that use it to make sure nothing breaks.

Since I needed an answer for this and had to make it myself, here is the solution for "Run Custom Tool".

If you just need to run all your T4 templates again, then since VS2012 there is Transform all T4 in the Build menu.

For VS2017 they have removed macros, so follow https://msdn.microsoft.com/en-us/library/cc138589.aspx and make a plugin with your menu item instead. E.g. Name your command RefreshAllResxFiles, and paste this file in (The default command set doesnt include the dlls for VSLangProj, so just find the appropiate package in NuGet):

internal sealed class RefreshAllResxFiles
{
  public const int CommandId = 0x0100;
  public static readonly Guid CommandSet = new Guid(copy the guid from guidRefreshAllResxFilesPackageCmdSet from the vsct file);
  private readonly Package _package;
  private readonly DTE2 _dte;

  /// <summary>
  /// Initializes a new instance of the <see cref="RefreshAllResxFiles"/> class.
  /// Adds our command handlers for menu (commands must exist in the command table file)
  /// </summary>
  /// <param name="package">Owner package, not null.</param>
  private RefreshAllResxFiles(Package package)
  {
     _package = package ?? throw new ArgumentNullException(nameof(package));

     var commandService = ServiceProvider.GetService(typeof(IMenuCommandService)) as OleMenuCommandService;
     if (commandService != null)
     {
        var menuCommandId = new CommandID(CommandSet, CommandId);
        var menuItem = new MenuCommand(MenuItemCallback, menuCommandId);
        commandService.AddCommand(menuItem);
     }
     _dte = ServiceProvider.GetService(typeof(DTE)) as DTE2;
  }

  public static RefreshAllResxFiles Instance { get; private set; }
  private IServiceProvider ServiceProvider => _package;

  public static void Initialize(Package package)
  {
     Instance = new RefreshAllResxFiles(package);
  }

  /// <summary>
  /// This function is the callback used to execute the command when the menu item is clicked.
  /// See the constructor to see how the menu item is associated with this function using
  /// OleMenuCommandService service and MenuCommand class.
  /// </summary>
  private void MenuItemCallback(object sender, EventArgs e)
  {
     foreach (Project project in _dte.Solution.Projects)
        IterateProjectFiles(project.ProjectItems);
  }

  private void IterateProjectFiles(ProjectItems projectProjectItems)
  {
     foreach (ProjectItem file in projectProjectItems)
     {
        var o = file.Object as VSProjectItem;
        if (o != null)
           ProcessFile(o);
        if (file.SubProject?.ProjectItems != null)
           IterateProjectFiles(file.SubProject.ProjectItems);
        if (file.ProjectItems != null)
           IterateProjectFiles(file.ProjectItems);
     }

  }

  private void ProcessFile(VSProjectItem file)
  {
     if (file.ProjectItem.Name.EndsWith(".resx"))
     {
        file.RunCustomTool();
        Log(file.ProjectItem.Name);
     }
  }
  public const string VsWindowKindOutput = "{34E76E81-EE4A-11D0-AE2E-00A0C90FFFC3}";

  private void Log(string fileName)
  {
     var output = _dte.Windows.Item(VsWindowKindOutput);
     var pane = ((OutputWindow)output.Object).OutputWindowPanes.Item("Debug");
     pane.Activate();
     pane.OutputString(fileName);
     pane.OutputString(Environment.NewLine);
  }
}

And the old solution for macro:

Option Strict Off
Option Explicit Off
Imports System
Imports EnvDTE
Imports EnvDTE80
Imports EnvDTE90
Imports VSLangProj
Imports System.Diagnostics

Public Module RecordingModule
    Sub IterateFiles()
        Dim solution As Solution = DTE.Solution
        For Each prj As Project In solution.Projects
            IterateProjectFiles(prj.ProjectItems)
        Next
    End Sub

    Private Sub IterateProjectFiles(ByVal prjItms As ProjectItems)
        For Each file As ProjectItem In prjItms
            If file.Object IsNot Nothing AndAlso TypeOf file.Object Is VSProjectItem Then
                AddHeaderToItem(file.Object)
            End If
            If file.SubProject IsNot Nothing AndAlso file.SubProject.ProjectItems IsNot Nothing AndAlso file.SubProject.ProjectItems.Count > 0 Then
                IterateProjectFiles(file.SubProject.ProjectItems)
            End If
            If file.ProjectItems IsNot Nothing AndAlso file.ProjectItems.Count > 0 Then
                IterateProjectFiles(file.ProjectItems)
            End If
        Next
    End Sub

    Private Sub AddHeaderToItem(ByVal file As VSProjectItem)
        If file.ProjectItem.Name.EndsWith(".resx") Then
            file.RunCustomTool()
            Log(file.ProjectItem.Name)
        End If
    End Sub
    Private Sub Write(ByVal name As String, ByVal message As String)
        Dim output As Window = DTE.Windows.Item(EnvDTE.Constants.vsWindowKindOutput)
        Dim window As OutputWindow = output.Object
        Dim pane As OutputWindowPane = window.OutputWindowPanes.Item(name)
        pane.Activate()
        pane.OutputString(message)
        pane.OutputString(Environment.NewLine)
    End Sub
    Private Sub Log(ByVal message As String, ByVal ParamArray args() As Object)
        Write("Debug", String.Format(message, args))
    End Sub

    Private Sub Log(ByVal message As String)
        Write("Debug", message)
    End Sub

End Module