Step-by-step guide

Create a loop over the number of fields, and setting the parameter grib_field_position to the position of the field in your fieldset ( starting from 1) 

Python Example: Loop over over the fields in a grib fieldset
from Magics.macro import *

#Setting output
output = output(
    output_formats                = ['ps'],
    output_name                   = 'precip',
    output_name_first_page_number = 'off')
#Setting the coastlines
background = mcoast(
    map_coastline_land_shade        = 'on',
    map_coastline_land_shade_colour = 'cream')
#Defining the contour
contour = mcont(
#actions will contains the list of actions to pass to Magics
actions = []
# n is the number of filds in the fieldset
for i in range(1, n) :
	#Setting data
    grib = mgrib(grib_field_position = i,
          grib_input_file_name = "path/data.grib")
	# Add an page() action to create a new page
plot(output, actions)

To know the number of fields in your grib files, you can use the tool grib_count of the ecCodes package.