The VLAN priority will survive through other switches/bridges so you shouldn’t need to set it on each layer 2 hop within a broadcast domain, only on the device that first adds the VLAN tag.
http://forum.mikrotik.com/t/bridge-is-resetting-cos-to-0-was-setting-cos-from-dscp-on-pppoe-server/131109/1 points that CoS may be cleared on a bridge. Although I’m not sure whether it applies to packets that go from one VLAN to another (both ports are part of the bridge, but with different tags) or even when VLAN header is untouched (both bridge ports belong to the same VLAN).