Changing label of plotly express facet categories

Is there a for_each_layout? Eg. I want to add annotations on subplots generated by facet but I couldn’t find a way to do that. Basically I want to do

fig.update(layout=dict(annotations=[go.layout.Annotation(
                    text="*", yref="paper", x=marker, y=1, showarrow=False) for marker in significant_list]))

This isn’t feasible if fig is generated by plotly.express with facet because there would be multiple subplots. Is there a way to identify each subplots and then modify the layout, which is adding annotation on the plots?

Thank you so much!