There is no list that you can modify. But you can multiple select different sticky notes and assign a new tag in single click.
Go to the Notezilla Notes Browser, hold Ctrl key and select multiple sticky notes, right click on the list and assign a new tag. Similarly you can remove old tag.
If the sticky notes are in different memoboard then you can star those notes, then go to Starred filter, multiple select notes and assign tags to all those notes in one click.