Hi Matthew,
What you suggested on loading them all into a solution might be easiest in terms of finding where specific resource brushes are defined/used.
As far as customizing, if you want to just globally change a brush resource (one we define with AssetResourceKeys) to a different value, then you can redefine that brush in your App.Resources using the same static key. That new value will be used in all our themes.
But if you want to change how a template appears or how brushes used within a template such as in response to triggers, then you would need to clone that containing Style, tweak it, and place the updated Style in your App.Resources, generally as an implicit Style for the target control type.