If you change the settings in the normal configuration window, it will apply to all games. But you can also create game INIs with settings that only apply to one game, as described here: https://forums.dolphin-emu.org/Thread-unofficial-howto-using-gameini-settings-per-game
In the case of Super Mario Galaxy, there is already a game INI included with Dolphin that disables Skip EFB Access from CPU for you. So when you play that game, you'll automatically have the right settings even if you haven't set them up manually.
In the case of Super Mario Galaxy, there is already a game INI included with Dolphin that disables Skip EFB Access from CPU for you. So when you play that game, you'll automatically have the right settings even if you haven't set them up manually.