I am afraid that this feature is not supported out of the box at present, but we will appreciate if you could submit the idea at KendoUI user voice
forum. Thus way the community would be able to vote for and evaluate it, if the feature request turns out to be popular we will consider its implementation for one of our future releases.
At the moment as a workaround you could try to modify the corresponding html elements with custom code.
//returns grid header cells
All the best,
the Telerik team
Join us on our journey to create the world's most complete HTML 5 UI Framework - download Kendo UI