I don’t think there’s anything like that directly supported, but you can do
using Plots
x = ["a","b"]
y = ["c","d","e"]
z = (1:3).+(1:2)'
heatmap( x, y, z, c=:Blues )
annotate!( vec(tuple.((1:length(x))'.-0.5, (1:length(y)).-0.5, string.(z))) )
Adjusting the color for each annotation to have good contrast with the background would be more work, though.