Update 2022
Solution A:
Press Ctrl+Shift+P
Then type Format Document With...
At the end of the list click on Configure Default Formatter...
Now you can choose your favorite beautifier from the list.
Solution B:
go to file -> preferences -> settings search for format,
on the left side, click on Text Editor, the very first item on the right side is Editor: Default Formatter from the dropdown you can pick any document formatter which you installed before.