For select all headings, you can easy to copy them, bold, italic, resize them.
In "Gem for OneNote" -> "Edit" tab -> "Change" group -> "Select" menu -> "Select Headings" menu item.
Gem will select all headings in current page.
You can easily to bold, italic the selected headings.
You just simple click "Bold" in OneNote ribbon, and all the selected headings change to bold.
Click "Italic", and all the selected headings change to italic.
You also can change them font, font size, color and so on.