Sorry it took so long for you to get an answer. What you decide to do about your bridge inserts will affect the tone quality and the amount of sustain. Brass rod used to be the norm, but many find that tone too bright. i would not mix brass rod with Delrin, there would be a noticeable difference in sound. Best to consistently use the same throughout. Delrin is the modern choice, and one advantage is the black and white makes bridge marking easy. If your bridges are already color coded another way, then you can use one solid Delrin rod. This will probably increase the sustain. Using separated sections of Delrin will decrease sustain. That is to say, the notes will decay more quickly. This is good for fast fiddle type tunes, the notes have more separation and don’t overlap as much. Delrin makes for easier tuning because there is less friction as the string slides over it. One disadvantage of Delrin is that some strings may eventually dig into it. If this becomes a problem, you can just loosen the string and flip it over to the other side. Delrin rod in both colors is available from Folkcraft. There may be other sources I don’t know about. What you propose is tedious and time consuming. You have to cut the rod, loosen each course, insert the rod, and re-tune. Then, when you’re finished, your instrument probably will take a while to stabilize. You may have to re-tune several times. Good luck!
Afterthought- if the only problem is missing bridge markers, can you figure out what was used to mark them in the first place? If so you could just replace that. I don’t know what Green River used, but do you know what’s on my Masterworks? Pinstripe tape for cars, available at auto supply stores! There are other makers who use exactly the same thing. White pinstripe for dark bridges like rosewood, and black pinstripe for light bridges like maple.