You could write a little script. The following SQL should give you the product id of the configurable product (config_product_id, which you don't really need), its assigned category_id, and its assigned simple products (simple_product_id).
r.parent_id as config_product_id,
r.child_id as simple_product_id
FROM catalog_product_relation as r
INNER JOIN catalog_product_entity as simpleEntity
ON r.child_id = simpleEntity.entity_id
AND simpleEntity.type_id = 'simple'
INNER JOIN catalog_product_entity as configEntity
ON configEntity.entity_id = r.parent_id
AND configEntity.type_id = 'configurable'
INNER JOIN catalog_category_product as configCategory
ON configCategory.product_id = configEntity.entity_id
You could then iterate over the result, and for each record, create a new record in catalog_category_product with values category_id, simple_product_id and a position value (for ordering). To prevent SQL erros because of duplicate keys, I would suggest using INSERT IGNORE statements.