Really easy to do.
1. Spacing -
Create some blank space between the sprites depending on how big you want the aura to appear. For my example, I used 3 px spacing. This gives us a 3px aura for every sprite. You do this to prevent any visual bugs that come from adding extra pixels on the charset. In the example provided, you might notice some ugliness on the top and bottom of the sprites as they are walking.
So, you go from this:
To this:
2. Aura -
This part assumes you know how to use either photoshop or gimp relatively well.
Create a new layer.
Go back to the old layer, and select all the sprites. (Ctrl-A) + Wand tool to un-select blank space
Go back to the new layer and fill it with the color you want.
You should end up with this:
Gaussian blur. Personally I would use the px of space from earlier as a starting radius.
Move the layer behind the original layer.
For a more intense glow from the inside out, copy and paste the layer and blur it again. Mess around with these 2 functions until you get your aura.
Note: You may want to add more or less space if you want to remove the aura from the feet (so it appears that they are touching the ground).
Estimated time per charset is about 2-5 minutes. Depends how fast you space it out lol