I, personally, had no idea about any macros in-game.
However, I use 3x3 bedrooms along a 1-tile hallway; they're designated out of stone (engraving and smoothing makes dwarves happy as all heck! Smooth first to level engravers, and smooth everything while you're at it). I get into a rhythm - ENTER arrow-arrow, arrow arrow (left and then down, or vice versa or opposite or whatnot) ENTER, arrow-arrow, arrow-arrow ENTER, and so on. Takes a while but if you start early (30 or so) it isn't actually that difficult to designate out enough.
I waited for about 96 on this fort, was working on metal industry and not getting dwarves rotted out by evil dust. Still, I have a good portion sitting in bedrooms. Just need to build more beds ... and clearcut more ... and ... yeah.
Inside each one goes a Bed; if you have enough time/desire, build billions of stone cabinets, because you don't want to set foot outside (evil biome). Masons level up, people are happier about their rooms. Eventually, add some kind of masterwork something or other to the place to bring them to Royal rooms. And then give the dang nobles some amazing super-large, smoothed, engraved, decorated w/ stuff suite so they're not left out. And give them a special office. Something ... awesome. Artifacts help.
Just keep clicking, just keep clicking, just keep clicking clicking clicking.