Any clue? The code below doesn't work properly...

Thank you!

 <DataGrid AutoGenerateColumns="False"  VerticalAlignment="Stretch" HorizontalAlignment="Stretch"  Name="dg1"   Grid.Row="0" >
     <DataGridTemplateColumn  Width="SizeToCells" IsReadOnly="True">
         <DataGridTemplateColumn.HeaderTemplate>
             <DataTemplate>
                 <Label HorizontalAlignment="Center" Content="First Name"></Label>
             </DataTemplate>
          </DataGridTemplateColumn.HeaderTemplate>
          <DataGridTemplateColumn.CellTemplate>
              <DataTemplate>
                 <Label Content="{Binding FirstName}" />
              </DataTemplate>
          </DataGridTemplateColumn.CellTemplate>
     </DataGridTemplateColumn>

UPDATE:

Solution of @ArsenMkrt is great but I am facing some strange vertical lines...

enter image description here

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