As you've discovered, this can't be done at Track level, only Event level and, even then, there's a "gotcha".
The trick is to apply the border FX to the first event, making sure that the Pre/Post Toggle arrow (next to the word Border beside the timeline at the lower left corner of the FX window) is pointing to the left.
Right-click this event and select Copy.
Click the next event you want this applied to, then Shift-click and select all others, right-click and select Paste.
The "gotcha" is that the Pan/Crop setting for the first image will be applied to all other images.
If you need some of the subsequent images to have different Pan/Crop settings, you'll have to apply the border to the images first and then go back and manually change the Pan/Crop settings individually.
Hope this makes sense.

Mike