[Freesurfer] convert .mgz to .nii

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Hello FreeSurfer experts,

I want to run a classification task using deep learning on data processed by Freesurfer recon-all and I have some queries. I will use brainmask .mgz

First of all, based on my simple knowledge, I cannot feed my model with this output directly. .mgz files must be converted to a .nii file for use in analytics. I found that this is done by writing mri_convert any_volume.mgz any_volume.nii.gz

But how can I convert the files of all participants (more than 1000) into .nii files instead of going one by one?

Are there any examples or tutorials provided to demonstrate the use of Freesurfer output in machine learning applications?

My greetings,