Close all open items in Dock

I suggest you don’t use the Dock for this purpose. Let me explain. Each open document is open by some application.

You need to tell the relevant application to close it.

Clicking the red button is not the most efficient way to close, either. In most applications you can use Command-W and not have to take your hands off the keyboard. (Note: if a window has several tabs in it, Command-W is NOT usually the same as pressing the red button anymore; it will close the active tab and not the whole window)

In many applications you can close all windows at once by pressing Command-Option-W.

So a quick way to review and close mant windows and/tabs: Command-tab to switch to an application, then Command-W or Command-Option-W as needed, Command-tab, etc.

If you have to deal with 20 windows from 4 different applications this is way faster than the huge travelling involved in going to the bottom right of the Dock to near the top left to click, etc