fun_labels <- function(x) sprintf("<b>%s</b>", x)

ggplot() +
  scale_x(breaks = c('a','b','c')) +
  theme(axis.label = element_sticker(grob = fancyGrob, dictionary = fun_labels))

my_labels <- tibble(label = letters[1:3], grobs = I(lapply(1:3, fancyGrob)))

ggplot() +
  scale_x(breaks = c('a','b','c'),
          formatter = format_fancytext(type='html'),
          dictionary = my_labels)