1 way could be to create a list of current month in a column(let's say B) using these formulas.
In B1
Formula:
=EOMONTH(TODAY(),-1)+1
In B2 and copy down until to see blank cell plus(+)1 blank cell.
Formula:
=IFERROR(IF(B1+1>EOMONTH(TODAY(),0),"",B1+1),"")
Use this list for your data validation.
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