As far as I know this should be valid by escaping the backslash:
label "\\" at 0,0
But it gets flagged as an invalid label statement, making it impossible to end a label with a backslash.
Some other weirdness with } and { in label if you're trying to use them as literal characters.
This formats in the variable x as expected:
label "{x}" at 0,0
But escaping both { and } is weird:
label "\{x\}" at 0,0
displays the literal string {x\}
If you just want the one literal character { in a label then you hit the following problem:
label "\{" at 0,0
displays the literal string \{
and label "{" at 0,0
displays the literal string {
But that second line will get "reformated" automatically by pulp into the first when clicking away from the script.