When you use an expression template and you also want a theme, you should use a template theme.
The following configuration should work:
{
"Name":"Console",
"Args":{
"formatter":{
"type":"Serilog.Templates.ExpressionTemplate, Serilog.Expressions",
"template":"{@t:HH:mm:ss.fff zzz} | {@l:u3} | {@m}\n{@x}",
"theme":"Serilog.Templates.Themes.TemplateTheme::Code, Serilog.Expressions"
}
}
}