OK, you could just change:
.Text = vbTab
to:
.Text = "." & vbTab
but, if you want the period superscripted to match the footnote #, you'll need to replace:
If .Text = " " Then .Text = vbTab
with:
Code:
If .Text = " " Then
.Font.Superscript = True
.Text = "." & vbTab
End If