How do I apply newly changed heading styles to selected (or at least one at a time) existing documents?
There is no way to automatically apply all of your newly-set default styles to your doc. What you would need to do is:
This will apply all of your current default styles to the menu only. From there you will still need to click into each piece of header text you'd like to change and apply the formatting manually (e.g. using the keyboard shortcut Ctrl + Alt + 3 to apply Heading 3)