It would be possible but we’d need to add filter for that. (added to our to-do list).
Quick fix for now: Go to location/widgets.php line 841 and change
$wp_locale->get_month($prev_month_pad)
to:
$wp_locale->get_month_abbrev($wp_locale->get_month($prev_month_pad))
Similary for line 845, responible for next month display.