Only way I have found is with a macro. You can use the
macro recorder, but be aware that unless all of the cells
need the same borders and other details, you will need to
edit the macro to remove commands that perform formatting
you do not want. To record the macro, see Help. Assign
it a keyboard shortcut. In general, click a cell, start
recording, click Format > Borders and Shading, make you
selections, click OK, and stop recording. To edit it,
click Tools > Macros. Among other text you will see
something like:
With Selection.Cells.Shading
.Texture = wdTextureNone
.ForegroundPatternColor = wdColorAutomatic
.BackgroundPatternColor = wdColorYellow
End With
You can delete any other writing except for the line at
the top that starts with word Sub, the one at the bottom
that says End Sub, and any line that starts with an
apostrophe (the font is probably green). The apostrophe
is where you can make a note about the macro, such as what
keystroke combination you gave it, or how to use it. You
could also delete the line that starts .Texture and the
one that starts .Background, but it isn't necessary.