Things to try -- if they don't work, you could record a macro as you
refresh and reformat the pivot table. Then, run that when you want to
update.
Set the pivot table to preserve formatting:
--On the pivot toolbar, choose PivotTable>Table Options
--Add a check mark to 'Preserve formatting', click OK
Depending on your version of Excel, you may also have to enable
selection (From the Pivot toolbar, choose PivotTable>Select, and click
on Enable Selection)
--Instead of selecting the cells to format numbers, right-click the
field button, and choose Field Settings. Click Number, and choose your
formatting options there.
--Before formatting cells, use the selection feature to select the
cells. For example, move the pointer to the top of a column in the pivot
table (just above the column's heading cell). When the black arrow
appears (like the one that appears when the pointer is over a column
button), click to select the column in the pivot table. Then apply the
formatting.