You can change the format how for example Split by "Year & Month" is showed in the results from Options dropdown:

You need to add text "TIME_DIMENSION_FORMAT_???" -where the ??? is the chosen format, for example: "TIME_DIMENSION_FORMAT_Ym".

You can find the whole list of different options here:

If you want to use comma between the different date values, you need to write it as in "comma".

WARNING: Please note that optional setting "Format results for Google Data Studio" overrides the custom date format settings. You must disable that option to get your custom date formatting to come through.