"transform each" function in Figma?

This actually exists. You just need to select multiple objects that that are the same and change their pixel size in the right panel. They will all stay in their position but change in size.

And if I would like to tranform them each but keep them centered to themselves? I could not figure out how to do that.

I also miss that option – transforming objects separately (or “transform each”), with the center as pivot point. In the Affinity apps, when transforming objects separately, you can just hold the regular modifier key to scale each object around their center (alt / option in Figma and Illustrator, ctrl / cmd in Affinity).

I think it works the same way in Illustrator (and other Adobe apps), but in Figma, when using the method Maya_Voss2 describes, additionally holding alt / option unfortunately doesn’t seem to do anything.

Sorry for this late response but I was looking for this myself and found a weird early Figma solution. You can select all the items in the ‘Layout’ window pane and make sure the constrain proportion chain link is selected. Then you can type a percentage value in the width or height input (e.g. 80%) and it will size them all to 80% width. Whats more, you can specify a point of transformation. I only know center, but if you type ‘80%c’ it will transform all the items to their center point.