You do have to add the Completion Progress to each course, but not for each user.
If you add it to the default user Dashboard and push that out to all users, they will have it on their dashboard.
When you add the block to a course, by default it shows progress for all the activities in a course that have activity completion already enabled. (Which may or may not be what you want in any particular course.) It then shows automatically on the dashboard.
There is no better tool yet that I have found to show course progress / course completions on the dashboard. It is a serious lack.
Thank you, Randy!