It is a bit weired that there isn’t any other straight forward method.
You can either create or find a macro or the easiest way is to:
Go to your window start button, yes the window one, not the excel start button!
Choose Control Panel (settings), then Regional and language.
Choose Format -> additional settings and under the tab “Numbers” find “List separator”. Change the current symbol (comma) to the symbol that suits you.
Pro: it’s quick
Against: apparently it doesn’t like Unicode too much.