You can do it with SQL query more or less:
select convert(xml ,PageTemplateWebParts),* from CMS_PageTemplate where PageTemplateWebParts like '%{[%]%|%'
This query above will return all page templates with unsigned macros. One template can have many unsigned macros.
It is not a final regex but you need to experiment here. The idea is to search for macros like {% ...|(...|(identity)GlobalAdministrator%}
. This query will give all templates with unsigned macros.