I don't know about existence of such an ability in IDA, but you can do it with IDAPython as follows:
#I didn't check this code, use carefully, beware of errors
print "Setting breakpoints on ", hex(ea)
for ref in idautils.CodeRefsTo(ea, 0):
print "Adding bpt on ", hex(ref)
By running this code from execute script window you are adding hotkey Alt-Z
which sets breakpoints to all calls to the address where cursor is located.
You can add this code to
idapythonrc.py file in IDA root folder to make this shortcut persistent (you'll need to rerun IDA after it).