Just do:

package My::DBI::Config;
use base qw/Class::DBI/;
My::DBI::Config->set_db { ...
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And for each My::DBI

package My::DBI;
use base qw(My::DBI::Config);
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And you're done!

See the docs:

     Give it a database connection
           Class::DBI needs to know how to access the database.  It do
+es this
           through a DBI connection which you set up by calling the se
+t_db()
           method.

                   Music::DBI->set_db('Main', 'dbi:mysql:dbname', 'use
+r', 'password');

           By setting the connection up in your application base class
+ all the
           table classes that inherit from it will share the same conn
+ection.
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