Very similar to Paul's, but in this case naming the sheet.
Option Explicit
 
Sub AddHyperlinksToSelection()
Dim newCell As Range
With Sheets(“Sheet1”) ---< Change this to suit actual sheet name
    For Each newCell In Selection
        Selection.Parent.Hyperlinks.Add _
        Anchor:=newCell, Address:="pronto:%20/u/pronto/data/L25%20drilldown%20job-code%20" & newCell.Text, TextToDisplay:=newCell.Text
    Next newCell
End With
End Sub
My first impression with the original code was that the loop was started and then you went to the With, End With whereas both Paul and myself have the loop performing inside of the With, End With.