Custom sorting a PivotGridField

I'm sending some features as json to a Pivot Grid in a report. There's three fields in the Row Area. The second field of these is 'month', which is getting sorted based on the alphabet (which makes sense, it's a string field'. But I'd like to sort it based on the order of months instead (so 'January' > 'February' > 'March' and so forth). 

When I select the field and look at the properties, in Data there's a Sort Mode with some options: Default / Value / Display Text / Custom / OLAP Key / OLAP ID / OLAP None. Custom seems to suggest I'd be able to sort however I want to. However, I can't find the place I can tell how the custom sorting is supposed to go. Also can't really find any documentation on the other options.

Is there a way to sort based on the order of months instead of sorting based on the alphabet?