By specifying a custom format pattern you are telling the JRE to ignore your locale and use that specific format. If you are simply after a spinner for numbers to two decimal places, use setModel() instead of setEditor() which will create a NumberEditor for you:
JSpinner priceSpinner = new JSpinner();
priceSpinner.setModel(new SpinnerNumberModel(0.00, 0.00, 100.00, 0.01));
If you absolutely must use your own format pattern, you can adjust the decimal format symbols for that pattern after you've created it:
JSpinner priceSpinner = new JSpinner();
JSpinner.NumberEditor editor = new JSpinner.NumberEditor(priceSpinner, "0.00");
DecimalFormat format = editor.getFormat();
//better to use Locale.getDefault() here if your locale is already pt_BR
Locale myLocale = new Locale("pt", "BR");
format.setDecimalFormatSymbols(new DecimalFormatSymbols(myLocale));
priceSpinner.setEditor(editor);