find numbers and use them in the replace

I have a huge list of files that are named as:

My file name #001 Some subject.mkv
My file name #002 A different title.mkv


And i'd like to insert a dash after the 3 digits, e.g.

My file name #001 - Some subject.mkv
My file name #002 - A different title.mkv

There's nothing similar that I can use for find/replace. What method could do this?

Add method...

Add: " -"
At index: "#\d{3}"
Use regular expressions

(Do not type the quotation marks)