Thanks, Graham.
The add-in that I'm using is at
http://gregmaxey.com/word_tip_pages/...d_replace.html
I suspect that it's an incompatibility issue.
Your batch processes add-in looks interesting, and I'll give it a go when I have a little time. It looks like it might also allow me to do some other things that I've wanted to be able to do for a while.
Thanks.
(If anyone can figure out a way to make the Greg Maxey add-in work in Word 2016, I'd still be very grateful.)