This:
pr = CssProviderLeaf(data="* {color:blue;}")
or this
pr = CssProviderLeaf(data="label {color:blue;}")
works. I don’t really know why though. Someone should figure out this and maybe redesign/write a good doc for that part of Gtk.jl. CssProviderLeaf also calls repetitively gtk_css_provider_get_default which gives you the Duplicate Julia object creation detected for GObject warnings.