I’ve seen this asked before in this and the Premiere forum since there is no mechanism to burn in both timecode and the filename into dailies for clients. I wrote a little After Effects expression for those who burn all their dailies in one continuous video.
1. Import all your footage.
2. Select all of your footage in your bin and drag it onto the New Comp icon.
3. Select “Sequence Layers” with overlap turned off. This will layout each piece of video one after the other.
4. Create a new blank text layer as layer #1
5. Add this expression to the text layer’s “Source Text”: