You can convert the GUID field from the web service response to your desired format using a converter microflow. In the "Object Mapping" form for the object element containing the GUID element, you can select a converter flow for the GUID element by clicking the "Select..." button next to the "Convert using" column.
Your converter microflow should contain one input variable of type String. This is the GUID in the web service response. The microflow should also return a String. This is the value that will end up in the GUID attribute of your object. If you use the "New" button while selecting a converter flow, the input variable and return type are configured automatically.
In your converter microflow, you can use the return value expression in the end event to convert the value as desired. For a GUID, you probably need to do substring($guid, 1, find($guid, '}') - 1)
to get from, e.g., "{12345678-1234-1234-1234-1234567890AB}" to "12345678-1234-1234-1234-1234567890AB".