I just had time to try this out and have not gotten it to work. I tried it on 2 existing files which already had paragraph styles and a Hebrew character style. In the paragraph styles I pasted your GREP query into the proper place and specified the name of the Hebrew character style to use. However, in each case, when I switched from English to Hebrew and typed something in Hebrew, the Hebrew was in Adobe Hebrew (which is NOT the font specified in the designated Hebrew character style). And, clicking in the Hebrew text shows that no character style is applied to it.
I tried clearing overrides in the paragraph style after, but that just changed the Hebrew font to the English font (leaving pink boxes since the English font doesn't have the Hebrew characters).
Have I missed a step possibly?
I really hope I can get this to work as it would be a tremendous help to my workflow.