You could do this in XAML:
<ControlTemplate x:Key="HeaderTemplate" TargetType="{x:Type xcdg:ColumnManagerCell}">
<TextBlock Text="{TemplateBinding Content}">
<TextBlock.Style>
<Style TargetType="{x:Type TextBlock}">
<Setter Property="Background" Value="Black" />
<Setter Property="Foreground" Value="Red" />
</Style>
</TextBlock.Style>
</TextBlock>
</ControlTemplate>
<Style TargetType="{x:Type xcdg:ColumnManagerRow}">
<Setter Property="Background" Value="Black"/>
<Setter Property="BorderBrush" Value="Black"/>
</Style>
<Style TargetType="{x:Type xcdg:ColumnManagerCell}">
<Setter Property="Template" Value="{StaticResource HeaderTemplate}"/>
</Style>