Hi Amoryn -
Unfortunately, we don't yet have an expression to format values the way you want. You'll have to do something slightly (ok, VERY) kludgy, like convert the value to a string, and then rebuild the string to look like a percent - adding in the value, and the % symbol with string concatenation.
I would do a search of the forums for something like "string formatting" to get some other ideas, too.
urgh...little tired of all the work arounds
It's not quite as 'urgh' as you might think. I use this technique all the time, and once you've created one, they're relatively easy to copy/paste/edit. Not that it wouldn't be great if Tableau fixed this problem, which you can vote for here, also here.
One caveat, RAWSQLs are not available if you're using extracts. If you are then you'll have to do the real 'kludgy' stuff Russell mentioned.