Hello Paul Isasa,
From what I read in the documentation I am afraid it is not possible to do this with a simple configuration. I think the months are currently fixed within the code of the widget, luckily the code is available in a github repository, so maybe you can based on the code create your own widget with your specific preferences.
https://github.com/bsgriggs/mendix-dropdown-date-picker/tree/master/src
Hope this helps,
Good luck!