1. The upgrade command will mark them all as complete.
OR
2. I had some trouble where the level that came with Lightning Rod glitched out so I couldn't complete it. There is some kind of workaround where you can start a new game, but with the editor you can read your character to a binary file and look in the docs for where the heroics are stored in the file. The heroics is just a 32 bit long set. Flip on the appropriate bits to mark heroics as complete. (Windows has a calculator that will convert hex to binary and back to let you more easily see the bits). Then, save the updated file back to the figure. Hex Workshop is a good binary file editor if you don't already have one.