This is a pain, is there a quicker way to do this?

[Gribouillis]

I suggest a function

def update_vertically(sheet, col, row, items):
    row = int(row)
    for i, value in enumerate(items):
        sheet['{}{}'.format(col, row+i)].value = value
        
update_vertically(sheet, 'A', 2, ['0{}'.format(i) for i in range(3, 11)])

Also I don't know which module you are using to create the spreadsheet, but it may have a builtin way of "updating vertically"...