Populating Day/Month Selections in UserForm Controls
Why not doing it more directly like this:

Private Sub UserForm_Initialize()

  Dim i As Byte
  For i = 1 To 12
    UF_BankRec_cbx_Month.AddItem MonthName(i)
  Next

End Sub

Private Sub UF_BankRec_cbx_Month_Change()

  Dim i As Byte, startDate As Long
  UF_BankRec_cbx_EndDay.Clear

  startDate = DateValue("01/" &amp; UF_BankRec_cbx_Month.Text &amp; "/" &amp; Year(Now()))

  While Month(startDate) = Month(startDate + i)
    i = i + 1
    UF_BankRec_cbx_EndDay.AddItem i
  Wend

End Sub


I'd say it is a bit better to read while i normally just speed codes up (so they end up in a way you can't read them anymore)... I tried my best to make it readable even without comments.
However, there may be a reason for you to run extra macros and using objects which i skipped out here... (to insert arrays to CBoxes is also possible solution to avoid objects) 

If there any questions or something like that, feel free to ask Or better, tell me what you don't like looking at my code (this way i get the best idea what you desire) :)

At least your lastDayThisMonth = DateAdd("d", -1, firstDayNextMonth) is the same like lastDayThisMonth = firstDayNextMonth - 1 (but i am sure there is also a reason for that)