You can create and apply the character style at any time. The fact that the document already exists has no bearing on whether you now start to use a Character style.

Either way, you need to create the field along the lines of either
{Page \* Arabic} or {Page \* Arabic \* Charformat}
While the field code is still showing, select the entire field and apply the font formatting you want. Then press F9 to update.

I don't believe the CharFormat brings any benefit to you at all but you are welcome to experiment and may find it helps.

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Andrew Lockton
Chrysalis Design, Melbourne Australia