AFAIK you have to create an individual action for each field.
%_tag% or %_all% does not work for a Format Value action where you can use $caps().
The 2 pseudo tags only work in the action Case Conversion but the $caps2-variation is not available.
So, understandable lazyness is not supported 
Yet: how many fields are there that need case conversion?
Actually, there are some action scripts around that supply Grammartron casing - so perhaps you can use that.
Case conversion...
This means that you do not have to create the actions yourself but the conversion still cannot be done with just one action for all fields.