Both the reviews and the product_reviews pages use the zen_date_short function to display the date. That function uses the DATE_FORMAT constant that's defined in the primary language file. If you have a template-override primary english-language file (/includes/languages/YOUR_TEMPLATE/english.php), make sure that you've changed the date format there; otherwise, make sure that you've changed /includes/languages/english.php.

If the constant is properly defined in the language file, the next place to look is at a template-override of the display of those two pages (tpl_reviews_default.php and tpl_product_reviews_default.php, respectively).