Start your own component and draw that character in your favourite color as well as the grid (or whatever).
Use the canvas Font, Pen, Brush properties and draw Text and Lines.
It should be a little work but look at other custom components source code.
Delphi's DBGrids (i don't know about String or Draw Grid) support changing the column color so you could change the color for sundays, i didn't test this in Lazarus yet.