Format *.tsx files on save in VS Code

"[typescriptreact]": {
    "editor.formatOnSave": true
}

See also Language specific editor settings

Alternative way with using a plugin like 'ESLint':

"[typescriptreact]": {
  "editor.codeActionsOnSave": {
    "source.fixAll.eslint": true
  }
}

You can install Prettier Code formatter extension and add these two options in your settings.json file

{
  "typescript.format.enable": false,
  "[typescript]": {
    "editor.defaultFormatter": "esbenp.prettier-vscode"
  }
}