Apple - Set the date and time in menubar to be in a specific format

There is a free app called Day-O that is flexible and can do what is being asked: https://shauninman.com/archive/2016/10/20/day_o_2_mac_menu_bar_clock

Whilst I'm not sure this is possible with the built-in menubar clock formats, you can acheive the format you require using the excellent iStat Menus ($16, but it does have a 14-day free trial).