Transform a table using Power Query

The following M code will add the missing month

List.Generate(
    () => Date.StartOfMonth([Start]),
    (current) => current <= [End],
    (current) => Date.AddMonths(current, 1)
)

So add a Custom column and past this code in your column, then you just have to format it and removed the start and end date

This is the complet code I used

let
    Source = Table.FromRows(Json.Document(Binary.Decompress(Binary.FromText("i45WcszLS1TSUTIw1PVKzNM1MjAyAfIMTXV9E4sgvFidaCXfzOxUkLCZrltqEkyRsYGuYwGSouDUxDyISXC9QEVIvNhYAA==", BinaryEncoding.Base64), Compression.Deflate)), let _t = ((type nullable text) meta [Serialized.Text = true]) in type table [Name = _t, Start = _t, End = _t]),
    #"Changed Type" = Table.TransformColumnTypes(Source,{{"Name", type text}, {"Start", type date}, {"End", type date}}),
    #"Added Custom" = Table.AddColumn(#"Changed Type", "Custom", each List.Generate(
    () => Date.StartOfMonth([Start]),
    (current) => current <= [End],
    (current) => Date.AddMonths(current, 1)
)),
    #"Expanded Custom" = Table.ExpandListColumn(#"Added Custom", "Custom"),
    #"Added Custom1" = Table.AddColumn(#"Expanded Custom", "Custom.1", each Date.ToText([Custom], "MMM - yyyy", "en-US")),
    #"Removed Columns" = Table.RemoveColumns(#"Added Custom1",{"Start", "End", "Custom"})
in
    #"Removed Columns"