MyPropelObjectCollection.class.php

<?php
class MyPropelObjectCollection extends PropelObjectCollection
{
	public function each(Closure $callback)
	{
		foreach ($this as $obj) {
			if ($callback($obj) === false) {
				break;
			}
		}
	}
}

MyPropelObjectFormatter.class.php

<?php
class MyPropelObjectFormatter extends PropelObjectFormatter
{
	protected $collectionName = 'MyPropelObjectCollection';
}

usage.php

<?php
MyFooQuery::create()
  ->filterBySomething('Something')
  ->setFormatter('MyPropelObjectFormatter')
  ->find()
  ->each(function($obj) { //do something });