This can only be done in a loop as far as I know


Sub tbl()
Dim tbl As Table
Dim oshp As Shape
Dim iR As Integer
Dim iC As Integer
Set tbl = ActiveWindow.Selection.ShapeRange(1).Table
For iR = 1 To tbl.Rows.Count
For iC = 1 To tbl.Columns.Count
With tbl.Cell(iR, iC).Shape.TextFrame2
.MarginBottom = 0
.MarginLeft = 0
.MarginRight = 0
.MarginTop = 0
End With
Next
Next
End Sub