If there are no options before pasting and formatting the cells prior to import doesn't work you could, if the import forces a recalculation of the sheet, you could try a VBA solution (that you wouldn't necessarily see take place)
Right click on the sheet tab name in to which the data is imported and select View Code, paste into that sheet the below:
Private Sub Worksheet_Calculate()
Columns(3).NumberFormat = "0.00000"
Change 3 (Column C) to be whichever column is affected and the number format to match your own criteria.
If the import doesn't invoke a calculation you could think about adding a dummy cell that links to the first cell that will be populated with a decimal using something like 1*cellref --> this should then fire the calculation event and format the column automatically - ie before you really see it.
I hope that helps.