Hi Mariusz,
Thanks for using Syncfusion controls.
You can achieve your requirement to wrap the column header text by using the property AllowHeaderTextWrapping as true.
Please find the below code snippet.
this.sfDataGrid.Columns["OrderID"].AllowHeaderTextWrapping = true;
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Please find the below sample link.
Please let us know, if you require further assistance on this.
Regards,
Gowtham