Doesn't look like we have a solution yet for this. Here's another approach that I am using:

function setHeaderTooltips() {
$.each($(".ui-iggrid th.ui-iggrid-header"), function (indx, header) {

//get header text as the default tooltip

var tip = $(header).attr('aria-label');

switch (tip) {
case 'C/C Low':
tip = 'Cash On Cash Low';
break;

//... etc. for any custom tooltips
}

//set the tooltip

$(header).attr('title', tip);
});