According to my server logfiles, the previous post on this topic is one of the most popular on this site. In light of that I felt it was time for an update concerning the ability to do the same in OBIEE 11g.
It seems that the ability to apply a custom format mask (e.g. #,###0;-#,###0;0) to a column and have it apply to a pivot table view is broken in version 22.214.171.124. Oracle have confirmed this is an unpublished bug (13054445) so we are stuck with it for the time being until 126.96.36.199.0 comes along.