Mova o SQL embutido para ser uma consulta de junção interna. Então você teria algo como...
SELECT DATE_FORMAT(OrderDate,'%M %Y') AS OrderMonth, COUNT(OrderID) AS TotalOrders, SUM(OrderTotal) AS TotalAmount, Z.OrderCustomerFK, Z.CustomerName, z.OrderTotal as CustomerTotal
FROM Orders
INNER JOIN (SELECT DATE_FORMAT(OrderDate,'%M %Y') as Mon, OrderCustomerFK, CustomerName, SUM(OrderTotal) as OrderTotal
FROM Orders
GROUP BY DATE_FORMAT(OrderDate,'%M %Y'), OrderCustomerFK, CustomerName ORDER BY SUM(OrderTotal) DESC LIMIT 1) Z
ON Z.Mon = DATE_FORMAT(OrderDate,'%M %Y')
GROUP BY DATE_FORMAT(OrderDate,'%m%y'), Z.OrderCustomerFK, Z.CustomerName
ORDER BY DATE_FORMAT(OrderDate,'%y%m') DESC