Struggling with Border around selection

I am trying to create a Style so that I can have thick borders like I get in Excel. I can setup a border around a cell but I need to have a border around a selection of cells. I have tried to select a group of cells and then go to Styles & Formatting and create a new Style. Unfortunately, this only shows me the options for a single cell and not a selection of 2X2 or more like I can see if I just go to formatting.

How can I create a Border style that is just a thick border around the selection and not for every cell in the selection?

Perhaps the best way is to select your cells, then go Tools / Macro / Record Macro. In Record mode, right-click the cells and format them the way you want. Stop Recording and save the macro. Now you can assign the macro a hotkey, place it in a toolbar, or add it to a menu or the context menu.

Thanks! For others that try to do this, you may need to enable Macro Recording first.