I've managed to rotate the labels by using the currently available API. Here is how:
<RadzenCategoryAxis>
<RadzenTicks>
<Template>
<text class="rz-tick-text" style="text-anchor: start; transform: translate(@(context.X)px, @(context.Y + 10)px) rotate(45deg)">@context.Value</text>
</Template>
</RadzenTicks>
</RadzenCategoryAxis>
UPDATE: This is no longer needed. Axis label rotation has been implemented since Radzen.Blazor 5.5.0.