I improved the SET_LED and SET_LED_TEMPLATE command so you can now set multiple indices in one command, either by separating them by comma, giving a range of indices with a dash or even both at the same time (e.g. INDEX=1,3,5 or INDEX=2-6).
I believe that would make macros look way cleaner and also provide the opportunity to set a template to multiple LEDs at once.
The code and updated doc can be found here: Led command improvements by Zeanon · Pull Request #6224 · Klipper3d/klipper · GitHub