This is how I managed to have the above code work.

use DateTime;

$dt = DateTime->today();
my $mnth = $dt->subtract(months => 1);
my $first = $mnth->clone->set_day(1);
my $last  = $first->clone->add( months => 1 )->subtract( days => 1 );

print "first=$first last=$last\n";
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