It is easy enough to assign paragraph styles to the tables as you go. You can code it to do a whole row but if any table has vertically merged cells then you will need to be able to handle the error that arises from that approach. Instead, you can take the slower path of applying styles at the cell level which avoids that possible error. I've highlighted the code to add showing where it sits in the above code.
Code:
For Each oCell In oTbl.Range.Cells
With oCell
.TopPadding = 0
.BottomPadding = 0
.LeftPadding = 0
.RightPadding = 0
Select Case .RowIndex
Case 1
.Range.Style = "Heading 1"
Case 2
.Range.Style = "Heading 2"
Case 3
.Range.Style = "Heading 3"
Case Else
.Range.Style = "Heading 4"
End Select
End With
Next oCell