Sorry, no advice for you, just wanted to say that IMO, that was part of the fun of setting up my machine-testing out each ROM individually, and while in there, setting the cocktail dipswitch and resetting it wasn't that big of a deal.
Did you have a list of ROMs to start with, that you knew supported cocktail, or are you going through every single ROM in the entire collection and trying to find all the cocktail ones?
If you're going through the whole set, then yeah, that would be a pain in the cheeks.