To change specifically C# (OmniSharp) formatting settings you can use a json file:
User: ~/.omnisharp/omnisharp.json
or %USERPROFILE%\.omnisharp\omnisharp.json
Workspace: omnisharp.json
file in the working directory which OmniSharp has been pointed at.
Example:
{
"FormattingOptions": {
"NewLinesForBracesInMethods": false,
"NewLinesForBracesInProperties": false,
"NewLinesForBracesInAccessors": false,
"NewLinesForBracesInAnonymousMethods": false,
"NewLinesForBracesInControlBlocks": false,
"NewLinesForBracesInObjectCollectionArrayInitializers": false,
"NewLinesForBracesInLambdaExpressionBody": false
}
}
Details on this post | omnisharp.json schema (it's already in vscode, you can just CTRL+SPACE it)
Other language extensions may have similar files for setting it.