There is no easy way to achieve this.
Markers do not have a custom draw-method, but are drawn by the renderer. In order to change anything regarding the rendering of a marker, you will have to overwrite the drawDomainMarker-method of all the renderers that you want to use. In order to avoid this, I have written some annotation classes that can be used instead of markers (
link to thread).
The equivalent of a CategoryMarker (a CategoryDomainAnnotation) still does not support mutiline text. I am currently working on a hack to integrate that.
[Edit] Done. The annotation classes have a common superclass (AxisAnnotation) that draws the label. I have uploaded a new version of AxisAnnotation to the patch tracker that is using a TextBlock instead of a plain String for the label and thus supports mutiline labels.
link to patch.