Let me know if I understood correctly
#DATA
dat = list(A = mtcars, B = mtcars)
#Columns we want to convert to factor
factor_cols = c("mpg", "hp")
#Go through the list using lapply and change specific columns to factor in each sub-group
#Modified from https://stackoverflow.com/a/33180265/7128934
dat2 = lapply(dat, function(x){
     x[factor_cols] = lapply(x[factor_cols], factor)
     x
    })
#Check class in output list
lapply(dat2, function(x) sapply(x, class))
#$A
#      mpg       cyl      disp        hp      drat        wt      qsec        vs        am      gear      carb 
# "factor" "numeric" "numeric"  "factor" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" 
#$B
#      mpg       cyl      disp        hp      drat        wt      qsec        vs        am      gear      carb 
# "factor" "numeric" "numeric"  "factor" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" 
#Check class in input list
lapply(dat, function(x) sapply(x, class))
#$A
#      mpg       cyl      disp        hp      drat        wt      qsec        vs        am      gear      carb 
#"numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" 
#$B
#      mpg       cyl      disp        hp      drat        wt      qsec        vs        am      gear      carb 
#"numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric" "numeric"