Looks like blog entry name formats are more-or-less hardcoded to ddMMyy format, based on my quick read of the source code. Perhaps this date format should be a parameter on the WeblogEntryPlugin itself. (I myself would prefer something like yyyyMMdd.)
I'd file an issue, but it looks like I have to jump through some more hoops to get set up with Apache Jira and I've already spent enough time on this.