@quinnj responded on slack, recording here for posterity. The solution is esc_id
:
julia> SQLite.Query(db,"SELECT * FROM temp WHERE label IN ($(SQLite.esc_id(q)))")
4×2 DataFrame
│ Row │ label │ value │
│ │ String⍰ │ Float64⍰ │
├─────┼─────────┼──────────┤
│ 1 │ c │ 0.603739 │
│ 2 │ c │ 0.429831 │
│ 3 │ b │ 0.799696 │
│ 4 │ a │ 0.603586 │