Date format in Pages

I am uncertain that you can alter what Apple has programmed into the menu of the Date/Time panel. It certainly won't update each time the document is opened, if that were a desired feature.

There are a couple of other approaches for inserting date/time stamps into Pages:

1. Use a single-cell, unadorned table cell with the preferred date formatting set, and using the function =(now). This will update everytime the document is opened.
2. Create an Automator Service that deposits the date with your preferred formatting at the current insertion point in the document. This will always insert the current date (and/or time) from the System. Highly flexible formatting.