I do it all the time the lazy way
Select one worksheet. Setup a page with header and footer.
I normally do workbook name on the left, date in the center, page on the right in the footer.
Click OK, OK when done.
Now select next sheet.
Press the shift key and select the remaining sheets (group selection
)To propagate the same setup: Edit > Repeat page setup
Having done that, now click the first sheet you selected in order to disable that group selection.
A common mistake is to begin editing one of those selected sheets and it goes to them all, so be careful!