The number is formatted with the Footnote Reference character style. I would just modify that style to hit them all at once. However, that same character style is also used where the footnote ref appears in the body of the document so you would also be changing those instances as well.
Perhaps search in the Footnotes story and replace that style with an alternate character style that has the attributes you want.
Code:
Sub RestyleFootnoteNums()
Dim aRng As Range
Set aRng = ActiveDocument.StoryRanges(wdFootnotesStory)
With aRng.Find
.ClearFormatting
.Replacement.ClearFormatting
.Text = ""
.Style = "Footnote Reference" 'find this style
.Replacement.Style = "Emphasis" 'replace with this style
.Execute Replace:=wdReplaceAll
End With
End Sub