How can this be done?
Not directly via automation (but see below***), but you can insert Program Change events into MIDI Parts, either in the appropriate lane inside the Key Editor, or in the List Editor. (bearing in mind that a Bank Change command is in fact a Controller message of CC#0 (sometimes CC#32), so that would be a similar process but using a Controller lane instead of the Program Change lane.).
***Not that it seems particularly coherent in these circumstances, but, because, like i just said, a Bank Change is in fact a CC# event, CC#0 can be put into an automation lane (MIDI menu>CC Automation Setup). But there is no Automation lane for the actual Program Change messages.