Use `set -e` before compound shell commands in order to ensure that make
targets fail correctly when at least one of the subcommands fail.

This is necessary since make considers a target failed only if one of
the shell invocations returns with unsuccessful exit status.  If a shell
script does not exit explicitly, the shell uses the exit status
of the *last* executed command.  This means that when multiple commands
are executed (e.g. through a `for` loop), the exit statuses of prior
command invocations are ignored.

This can be either resolved by adding an explicit `|| exit 1` to every
command that is expected to succeed, or by running the whole script
with `set -e`.  The latter was used here as it the rules seem to be
written with the assumption that individual commands were supposed
to cause the make rules to fail.