For all settings/tools etc. dialogs, I suggest to introduce 'Apply' as a button in order to have a clear view of what's happening when applying a setting, before deciding and press OK.
I think the ones that need it have it already. Which do you think need it specifically?
For example: Customize menu
What would Apply do there? Pushing it would have no effect as the changes are visible as soon as you make them in Customize.