When trying to clean-up railing and baluster families (because Revit makes duplicates of families with the same name when anything is copy-pasted from another project - which is so annoying in itself), this warning dialog pops up:
All Instances in Entire Project
However, when following these "instructions" exactly as written, the baluster family in question is not selected, so it cannot be changed to another family. Either change the "instructions" to reflect what Revit can actually do, or fix the function so a baluster family within a railing type can be selected by right-clicking on it in the Project Browser and Select All Instances in entire Project.