I think I just found the answer:
Format date in JSP for unsupported Locale
Which states:
If using Java 6, APIs have been exposed to allow you to add localization support to locales that are not supported by the JRE itself. See the "Local sensitive services" section in the following link for a brief overview: http://www.oracle.com/technetwork/articles/javase/i18n-enhance-137163.html
An alternative option is to build your own custom tag which uses custom resource bundles to display the month in the correct language.