Gaucho,
Here's method that you might find save a little work, especially if you make a template and save it for future jobs.
I use the "Preview Pass Through" technique to easily generate a PDF object that includes all the text at once, the source being a dummy table's category axis labels.

In the upper left of this screen shot is a small table with one Header Column, where I composed the text for the slanted titles. In the upper right is a Bar Chart of the table in which I composed the labels. I selected the 60-degree label presentation, but you could choose another angle.
(You could use the axis labels directly at this point if you want to mask off the grid area of the chart with a blank shape of some kind, but I believe that it's cleaner to create a PDF of the labels.)
The work flow for capturing the chart labels for use as Headers in PDF form:
Select the Chart
Command-C
Launch or Switch to Preview.app
Command-N
Select the labels with the rectangle selection tool
Command-C
Command-N
Command-C
Switch to Numbers
Command-V
You now have a PDF of the labels in your Numbers document that you can position over your table and then dress up with some slanted lines if you wish.
Regards,
Jerry