I am not aware of a possibility that allows setting breakpoints in code by some pattern. The closest you can come to is Debug/New breakpoint/Break at Function where you can specify the file and line number. If you can get this automated and working down a list generated by a grep search, you might find a way. Here is something from the IDE samples that might get you started:
' Sets a pending breakpoint at the function named "main". It marks the
' breakpoint as one set by automation.
Sub AddBreakpointToMain()
Dim bp As EnvDTE.Breakpoint
Dim bps As EnvDTE.Breakpoints
bps = DTE.Debugger.Breakpoints.Add("main")
For Each bp In bps
bp.Tag = "SetByMacro"
Next
End Sub
However, why do you want to set those breakpoints anyway? If it's in order to catch exceptions as they are thrown, you can make the debugger break automatically whenever the happens under Tools/Exceptions.