What I've done in the past is to update Part Numbers in the assembly first, and then run a macro to save all the documents in session according to their part numbers. That method seems more efficient to me. To take it a step further, it's possible to create a macro in (or talking to) Excel to do something like the following:
-Read out the existing part numbers into a spreadsheet, say into Column A.
-Review and update the part numbering, say into Column B. This allows quick visibility of the whole data set.
-Push the updated part numbers from Excel back into Catia.
-Save all the files according to their new part number.
What approach to use depends a lot on just what the numbering convention is. On my current project, we have a requirement that the tree structure is reflected in the Part Number, so a flat (Excel) list would be less useful. Here it's more expedient to update all the Part Numbers in Catia alone. But, we're also using a PLM system that helps out with managing both Part Numbers and File Names.