Grouping, targeting, and filters: recommendations in Microsoft Intune

You can accomplish this with PowerShell and the Graph module. There are scripts out there if you search for them, search for get-intunedevicecompliancepolicy. The one I found searched for ALL Apps, Compliance Policies, Configuration Profiles, and Admin Templates in ALL AAD groups. It does NOT find things like Baselines and Update Policies, but maybe that functionality has since been added. I modified the script I found into several other scripts targeting a single AAD group or single configuration object type.