A temporary workaround can be found in the attached project:
protected void Page_Load(object sender, EventArgs e)
{
    var dates = new Dictionary<string, string>();
    for (int i = 0; i < 7; i++)
    {
        var date = new DateTime().AddDays(i);
        var englishDate = date.ToString(RadScheduler1.YearView.ColumnHeaderDateFormat);
        var correctDate = date.ToString(RadScheduler1.YearView.ColumnHeaderDateFormat, RadScheduler1.Culture);
        dates.Add(englishDate, correctDate);
    }
    var serializer = new AdvancedJavaScriptSerializer();
    HiddenFieldDates.Value = serializer.Serialize(dates);
}<asp:HiddenField ID="HiddenFieldDates" runat="server" />
<telerik:RadCodeBlock runat="server">
    <script>
        function pageLoadHandler() {
            var dates = JSON.parse($get("<%=     HiddenFieldDates.ClientID %>").value);
            $telerik.$(".rsYearMonthWrap tr:nth-of-type(2) th").each(function (ind, item) {
                $telerik.$(this).text(dates[$telerik.$(this).text()]);
            })
            // Sys.Application.remove_load(pageLoadHandler);  
        }
        Sys.Application.add_load(pageLoadHandler);
    </script>
</telerik:RadCodeBlock>Regards,
 
Peter Milchev
 Progress Telerik