Renice: How to change all threads?
renice +/-n -g gid
Where gid is the process group id which you can find with
ps -Aj
Inspired by zhihui's answer, what I actually used:
renice -n <niceness> -p `ps --no-heading -Lo tid <PID>`
The following command can set the nice value to +15 for all threads in process "procid":
ps --no-heading -Lj <procid> | awk '{system("renice +15 "$4)}'