You can iterate over all your Rectangle elements using the FindVisualChildren method from this answer:
ResourceDictionary resourceDictionary = (ResourceDictionary)FindResource("BlueBrushRect");
foreach (Rectangle rectangle in FindVisualChildren<Rectangle>(this))
{
rectangle.Resources = resourceDictionary;
}
Where "this" is my Window object.
But if you want to simply reuse the same ResourceDictionary/Setters over all your Rectangle elements, I would suggest using implicit styles:
<Window.Resources>
<Style TargetType="Rectangle">
<Style.Resources>
<ResourceDictionary ... />
</Style.Resources>
<Style.Setters>
<Setter ... />
<Setter ... />
</Style.Setters>
</Style>
</Window.Resources>