This solution is now updated for biblatex >= 3.3, see the edit history for the pre-3.3 version.
I follow my solution to Bold the last name of the first author in a biblatex bibliography, but make all authors bold. The only change is that now always have \renewcommand*{\mkbibnamelast}[1]{\mkbibbold{##1}}, not only on the first name.
\DeclareNameAlias{sortname}{family-given-fb}
\DeclareNameFormat{family-given-fb}{%
\renewcommand*{\mkbibnamefamily}[1]{\mkbibbold{##1}}%
\ifgiveninits
{\usebibmacro{name:family-given}
{\namepartfamily}
{\namepartgiveni}
{\namepartprefix}
{\namepartsuffix}}
{\usebibmacro{name:family-given}
{\namepartfamily}
{\namepartgiven}
{\namepartprefix}
{\namepartsuffix}}%
\usebibmacro{name:andothers}}
MWE
\documentclass{article}
\usepackage[style=authoryear,backend=biber]{biblatex}
\addbibresource{biblatex-examples.bib}
\DeclareNameAlias{sortname}{family-given-fb}
\DeclareNameFormat{family-given-fb}{%
\renewcommand*{\mkbibnamefamily}[1]{\mkbibbold{##1}}%
\ifgiveninits
{\usebibmacro{name:family-given}
{\namepartfamily}
{\namepartgiveni}
{\namepartprefix}
{\namepartsuffix}}
{\usebibmacro{name:family-given}
{\namepartfamily}
{\namepartgiven}
{\namepartprefix}
{\namepartsuffix}}%
\usebibmacro{name:andothers}}
\begin{document}
\cite{sigfridsson,gaonkar:in,brandt}
\printbibliography
\end{document}

If you use a numeric style that does not use sortname you will also need
\DeclareNameAlias{author}{family-given-fb}
\DeclareNameAlias{editor}{family-given-fb}
\DeclareNameAlias{translator}{family-given-fb}