In theory you can put HTML code right into a custom date format declaration. Actually, this did not quite work for some reason... somewhere in class year the code just gave up and pled for mercy.
\<\d\i\v \c\l\a\s\s\="\m"\>M\<\/\d\i\v\>\<\d\i\v \c\l\a\s\s\="\d\y"\>d\<\/\d\i\v\>\<\d\i\v \c\l\a\s\s\="\y\r"\>Y\<\/\d\i\v\>