There is no easy method for this.
You can create a new sequence for every clip.
You can create a single sequence, placing just one clip in it, export that and then replacing that clip with the next clip, and so on down the line.
You can create a single sequence, put all your clips in it, and adjust the Work Area Bar over the first clip, export that, readjust the WAB for the second clip, export that, etc.
However you do it, it's gonna be a real PITA. There just is no automated method for this type of operation.
Do you have After Effects? There's a very easy way...
Jim: Wow, that sounds complicated and time consuming! Weird they didn't implement that feature?
Colin: Yeah I have AE! Enlighten me!!!! :-))
Weird they didn't implement that feature?
Well, it's not a very common thing you're trying to do here, batch apply an effect to many clips without actually doing any editing.