BobGnarley When it came up one day I denied it and now I see the notification telling me it is recommended to allow this and I select it but it does nothing
Go to Settings > Apps > All apps > Google Play Store > Install unknown apps, then enable Allow from this source. The next time it asks you to approve an update, it should work. You might simply have to wait a little bit for the system to ask you to approve an update again, after that updates will be automatic.
That particular setup flow only asks the user to grant Play Store the ability to install apps on the first time. Since you dismissed it the first time, it didn't ask that anymore even though it's required. It's probably something that could be improved, you're not the first to get stuck with Play Store updates like this.