Actually working on a tool (running on Windows) that does just that during my spare time.
Step 1) Enter in a pgn of games
Step 2) Let it process them and look for tactical shots that were missed. This can take a while ... so it makes sense for this process to overnight.
Step 3) Allow you to sequentially/randomly play them out to see if you could have done better.
Ping me from time to time and motivate me to finish work on it ... I plan to distribute it for free.
Is there any software that can run over all my games and show tactics? I guess essentially what the tactics servers do but on a tiny scale.