'n' dash rather than hyphen

Yes, it is tedious alternative.  My preference would be to alter the original references as you noted.  Depending upon the number of references involved, changing each hyphenated page entry might be manageable if a small number of entries are involved.  If a large number of entries need to be changed, exporting them into another program (e.g., Excel) having search and replace capabilities (another Produce Suggestion submitted by another user regarding EndNote) might be a faster method than individual changes.