As stated above.

You only need to do this if you are assigning your sku's to a NEW template.

Here are some options.

1) Category specific template: Found HERE

You just need to fill in the SKU & The Shipping template field & choose "PARTIAL UPDATE" in the add/delete column

2) Inventory Management: Found HERE

Set the page to view 250 items. (Bottom Right)

Click the box on the top left next to STATUS to select them all.

You should then see the Action button say "Action on 250 selected". Click the button & choose "Change Shipping template" etc, etc.

Now move page by page until you have update all your items.

Or just check off the ones you want to change & leave the rest alone.