I've worked through all your suggestions Damin_W, one by one... (it's taken around an hour).
Unfortunately every attempt has resulted in Excel crashing and restarting.
Sometimes the crash happens on opening the Table - External Data Properties dialog, other times when I change a property (tick Preserve column sort/filter/layout) then OK and one occasion just when the dialog box was open and I was doing nothing!
There always seems to be a time delay (3 to 8 seconds).
The macro suggested by okshef works fine.
My Excel version is 2501 (Build 18429.20132) and I am using MSQuery to connect to a SQL Server database.
IMHO MSQuery works much better than power query - especially if you need to use parameters, so I am dismayed if this is a Microsoft attempt to stop use of MSQuery. I would love it if it was updated!