For a standalone component you need to provide the MAT_DATE_LOCALE in the component providers collection:

import { MAT_DATE_LOCALE } from '@angular/material/core';

providers: [
    {provide: MAT_DATE_LOCALE, useValue: 'en-GB'},
    provideNativeDateAdapter()
  ]

The result:

For official documentation see https://material.angular.io/components/datepicker/overview#setting-the-locale-code