Unfortunately there isn't a nice way to do this. The only public API option is to replace the "graphic" of the column with your own label, and then add a mouse listener to that. For this to work you also need to clear any existing column text.
Note that columns by default have click listeners to implement sorting, it seems you don't want this behaviour, so you'll also need to call column.setSortable(false)
@Override
public void start(Stage primaryStage) throws Exception {
TableView<String> tableView = new TableView<>();
TableColumn<String, Object> x = new TableColumn<>("x");
tableView.getColumns().add(x);
TableColumn<String, Object> y = new TableColumn<>("");
tableView.getColumns().add(y);
x.setSortable(false);
y.setSortable(false);
makeHeader(x, "X", 0);
makeHeader(y, "Y", 1);
EventHandler<? super MouseEvent> handler = event -> {
System.out.println("Column clicked " + ((Node)event.getTarget()).getProperties().get("index"));
};
x.getGraphic().addEventFilter(MouseEvent.MOUSE_CLICKED, handler);
y.getGraphic().addEventFilter(MouseEvent.MOUSE_CLICKED, handler);
primaryStage.setScene(new Scene(tableView));
primaryStage.show();
}
private void makeHeader(TableColumn<?, ?> target, String name, int index) {
VBox vBox = new VBox(new Label(name));
vBox.setAlignment(Pos.CENTER);
vBox.getProperties().put("index", index);
target.setGraphic(vBox);
target.setText("");
}