Some possibilities come to mind for me:
1. The turn signal stalk may be attached too firmly to the bike. Vibration is hard on filaments (ever drop a flashlight?). Perhaps there is a rubber pad where that stalk bolts to the frame, and it's missing on that side.
2. Your voltage regulator may be failing, allowing high voltage. So maybe instead of running 13.5 to 14.5 volts, you're more like 15.5 to 16.5 volts. That will give your bulbs short life, and it's just coincidence that the the same bulb keeps burning out before others do. To find out if this is the problem, just check your voltage while the bike is running. If it's too high, it's time to replace the voltage regulator.
3. Poor contact to the bulb, or in the wires leading to the bulb. This would cause the bulb to flicker when it's supposed to be on. The quick on/off cycles give incandescent bulbs a short life. You didn't describe any flickering, but maybe it happens while you're driving, and you don't notice it. But even a worst case scenario probably wouldn't fail in less than a month. So that doesn't sound like your situation.
4. You got a bad pack of new bulbs. Try a different brand from a different store and all may be well.
There may be other possibilities, too, but those are the first things that come to my mind.
Curt
