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Putting subplot-titles in Density Mapbox charts

I would like to put subtitles on my Density Mapbox subplots.
My code looks like:

gear = 'trawlers'
flag = "GBR"

df_UK_fishing = df[(df.flag == flag) & (df.geartype == gear)]
df_UK_fishing['flag'].value_counts()

data = []
months = df_UK_fishing['Month'].unique()
# months = ['January', 'February']

fig = go.Figure()

COLS = 4
ROWS = 3
x = 0
y = ROWS
for i in range(len(months)):
    df_tmp = df_UK_fishing[df_UK_fishing['Month'] == months[i]]
    mapbox = 'mapbox'+str(i+1) if i != 0 else 'mapbox'
    fig.add_trace(
        go.Densitymapbox(
            lat=df_tmp.cell_ll_lat, 
            lon=df_tmp.cell_ll_lon,
            name = months[i],
            z=df_tmp.fishing_hours, 
            radius = 4,
            subplot=mapbox,
            zmin=0,
            zmax=25,
        )
    )
    fig.update_layout({
        mapbox:{ 
            'style': 'open-street-map',
            'domain': {'x': [float(x)/float(COLS), float(x+1)/float(COLS)], 'y': [float(y-1)/float(ROWS), float(y)/float(ROWS)]},
            'center': {'lat': cen_lat, 'lon':cen_lon},
            'zoom': 4,
#             'layers': [{
#                 "sourcetype": "raster",
#                 "sourceattribution": str(months[i]),
#                 "source": [
#                     "https://basemap.nationalmap.gov/arcgis/rest/services/USGSImageryOnly/MapServer/tile/{z}/{y}/{x}"
#                 ]
#             }]
        },
        'meta':{
            mapbox:{
                'title':{'text':months[i]},
                'dragmode': False,
                'margin': {"r":30, "t":30,"l":30,"b":30},
                'showlegend': True,
            }
        }
    })
    
    x = x+1
    if x >= COLS:
        y=y-1
        x = 0
    if y <= 0:
        y = ROWS

# fig.update_coloraxes(showscale=False)
fig.update_layout(
    margin={"r":0, "t":30,"l":0,"b":0},
    title = f"2019 monthly fishing data for {flag} {gear}", 
)

Which produces:

However if you change fig.update_layout() so that 'style': 'white-bg' and uncomment the 'layers' section then it should produce a chart like this (with subplot titles, which is something Iā€™d like to add to my chart).

Any tips on how I might get my densityplot with my subchart-titles?