How do I change the delimiter when copy-pasting from Excel?

I don't think there's any way of changing the default delimiter character (i.e. Tab) used while copying text to the clipboard from Excel. What you can do however is create a macro to achieve the result you want.

1. Create a macro named something like CopySelectedCells and optionally assign a keyboard shortcut so you can invoke it quickly (I assigned it Ctrl+Shift+C for example):

   

2. From the main Macro dialog shown above, click the Edit button to open the VBA Editor.

3. Go to Tools menu / References and click on the Browse button.

4. Add Windows\System32\FM20.dll:

   

5. Select the Microsoft Forms 2.0 Object Library option now added to the Available References list:

   

6. Edit the macro code to look like the following:

   Sub CopySelectedCells()
       Dim str As String
       For Each rangeRow In Selection.Rows
           For Each rangeCol In rangeRow.Cells
               str = str & rangeCol.Value & ","
           Next
           str = Left(str, Len(str) - 1) & vbCrLf
       Next
   
       With New DataObject
           .SetText str
           .PutInClipboard
       End With
   End Sub
   

7. Close the VBA Editor, select a range of cells and invoke the macro, then paste in Notepad to see the comma-separated result.