How can I add html to the label displayed for a table column

I seem to always “half answer” your questions…  Here is another one. 

If what you are trying to do is get the text in the TH to wrap, you can add some custom CSS to your page for that effect.  This is what I’ve done in similar situations. 

th {
     white-space: normal;
     vertical-align: top;
     }

Now I realize you may be wanting other HTML goodies in the header of the table column,  but this may get you close.