I'd like to say there was a really slick way of doing this, but I haven't found one yet.
In Performance Point the only measure that you can view using the Excel Add-In Matrix forms is [Measures].[Value] which is created as type double. No problem you would think, just change the format in Excel, hit Save Form in the PerformancePoint ribbon bar and there you are - sorted.
NO, not if you have also applied a matrix style to make your form look professional/pretty/readable.
It appears the only quick solution is to set matrix styles to None and format your cells manually (Hey you can still add colours - it just takes a bit longer 
)
Something tells me you should be able to define your own matrix styles somewhere. I know I can define my own Pivot Table Style (should be the same thing) but I can't see it when I'm in the Performance Point form editor.
All comments, suggestions and pointing out that you've found a better way will be gratefully received.