If I want to add a vignette I normally just add a lyer on top and use generated media to create a black-transparent mask to create it. What is the best way to create a blur vignette besides having to apply it on each clip individually?
You could use the Track FX and apply the cookie cutter filter. I've done that occasionally, although I sometimes wish that its feathering could go much further.
I might suggest using the Masking in pan crop to do it, I may be mistaken but it seams to me that the P/C masking gives a better feathered edge. Could be I'm confusing it with masking via parent track, but what do I know :)
B- Use the compositing modes. Have tracks 1 2 and 3.
3 is the original track.
2 is the original track duplicated. If you want specific clips: create a new track. Select the clips you want. Hold CRTL as you drag them onto track 2.
Apply blur at the trackFX level.
1 is the composite track. Use the gradient generator to make a vignette. Set the compositing mode to multiply. Be sure to put the mask generator filter on the gradient.