Yes, as you suspect a simple RegEx will sort you out. Just check the 'Match case' button next to the File name field and search for:
This will search for any file names that include only UPPER CASE characters.
Breaking down the expression:
^ - Matches the start of the file name
[A-Z ]+ - Matches one or more characters in the range A-Z or a space
\. - Matches the period, i.e. the bit before the extension
If you want to search for file names with ALL characters upper case, including the extension, you could try:
the $ symbol matches the end of the file name.