Write a macro to tag columns for data masking policy in Snowflake

The problem I’m having:

I am trying to write a macro to apply tags on columns with pii data.

The context of why I’m trying to do this:

The idea is that when these tagged columns enter Snowflake they are picked up and our data masking policy is automatically applied.

What I’ve already tried and some example code or error messages:

{% macro pii_data_masking_tags_post_hook(tag_name, tag_value, columns) %}
   -- Apply pii_data_masking_tags to specified columns
    {% if not is_incremental() %}
        {% for column in columns %}
            ALTER TABLE {{ this }} MODIFY COLUMN {{ column }} SET TAG '{{ tag_name }}' = '{{ tag_value }}' 
            {% if not loop.last %},{% endif %}
        {% endfor %}
    {% endif %}
{% endmacro %}

ERROR: (42000): SQL compilation error:
syntax error line 57 at position 12 unexpected ‘ALTER’.

Also tried:

{% macro pii_data_masking_tags_post_hook(tag_name, tag_value, columns) %}
    -- Apply pii_data_masking_tags to specified columns
    {% if not is_incremental() %}
        {% for column in columns %}
            MODIFY COLUMN {{ column }} SET TAG '{{ tag_name }}' = '{{ tag_value }}' 
            {% if not loop.last %},{% endif %}
        {% endfor %}
    {% endif %}
{% endmacro %}

ERROR: (42000): SQL compilation error:
syntax error line 57 at position 12 unexpected ‘MODIFY’.
syntax error line 60 at position 19 unexpected ‘COLUMN’.