Hi there Boaz, welcome to the forums and thanks for getting in touch!
Good question. The string is actually pulled from the date settings in Events > Settings > Display under “Date Format Settings.” It sounds like you are looking for the “Week Day Format” which accepts the same formatting options as default WordPress.
You can further customize the view using theย tribe_events_week_get_the_day_display() function, which is what displays the formatted date for the column headers.
Will that work for you? Please let me know. ๐
Cheers!
Geoff