Can I set breakpoints to all methods in a class at once in Visual Studio?

Here's your macro, but it takes a while to set breakpoints on 1000+ functions... and it WILL slow down Visual Studio!

Sub BreakAtEveryFunction()
    For Each project In DTE.Solution.Projects
        SetBreakpointOnEveryFunction(project)
    Next project
End Sub


' Macro editor
Sub SetBreakpointOnEveryFunction(ByVal project As Project)
    Dim cm = project.CodeModel

    ' Look for all the namespaces and classes in the 
    ' project.
    Dim list As List(Of CodeFunction)
    list = New List(Of CodeFunction)
    Dim ce As CodeElement
    For Each ce In cm.CodeElements
        If (TypeOf ce Is CodeNamespace) Or (TypeOf ce Is CodeClass) Then
            ' Determine whether that namespace or class 
            ' contains other classes.
            GetClass(ce, list)
        End If
    Next

    For Each cf As CodeFunction In list

        DTE.Debugger.Breakpoints.Add(cf.FullName)
    Next

End Sub

Sub GetClass(ByVal ct As CodeElement, ByRef list As List(Of CodeFunction))

    ' Determine whether there are nested namespaces or classes that 
    ' might contain other classes.
    Dim aspace As CodeNamespace
    Dim ce As CodeElement
    Dim cn As CodeNamespace
    Dim cc As CodeClass
    Dim elements As CodeElements
    If (TypeOf ct Is CodeNamespace) Then
        cn = CType(ct, CodeNamespace)
        elements = cn.Members
    Else
        cc = CType(ct, CodeClass)
        elements = cc.Members
    End If
    Try
        For Each ce In elements
            If (TypeOf ce Is CodeNamespace) Or (TypeOf ce Is CodeClass) Then
                GetClass(ce, list)
            End If
            If (TypeOf ce Is CodeFunction) Then
                list.Add(ce)
            End If
        Next
    Catch
    End Try
End Sub

There is an addon-less method described here: How to set a breakpoint on a C++ class in the Visual Studio Debugger

In short, you can bring up the "New Breakpoint" dialog by pressing Ctrl+K, B and type in ClassName::* to the function field. In Visual Studio 2017 you need to include the namespace in the field, as in NamespaceName::ClassName::*. You can then disable some of them in the breakpoints window.