It looks something like this:
String deg = String.valueOf(Character.toChars(0x00B0));
String captionLabel = String.format(fmt, lon / Math.PI * 180) + deg;
vtkCaptionActor2D caption = new OccludingCaptionActor(intersectPoint, null , smallBodyModel);
caption.SetCaption(captionLabel);
caption.BorderOff();
caption.SetAttachmentPoint(intersectPoint);
captionActors.add(caption);
Where the “deg” string contains the unicode for the degrees symbol. The text just doesn’t render at all (the degree symbol and the surrounding text) on Windows The line connecting the caption to the attachment point does render, however.