PHP
Using PHP to extract (substr) the phone number into separate parts, inject the separator and reassemble. Output with a shortcode
Loops and Logic
Use Loops and Logic's regex feature using capture groups to extract the parts, then insert separator when reassembling the capture groups before outputting the phone number.
Javascript
If you don't have control over the HTML, you can use JS to extract (slice) the phone number into separate parts, inject the separator and reassemble.