I don't know if this is a bug in jQuery or a bug in the library that I was debugging (I don't know which behavior is correct) but I'm still going to raise it. The following code works in all browsers except IE <= 8. (It functions in IE9, I checked.):

var header = $("<div class='ui-state-default slick-header-column' id='" + uid + m.id + "' />")
.html("<span class='slick-column-name'>" + m.name + "</span>")
.width((m.currentWidth || m.width) - headerColumnWidthDiff)
.attr("title", m.toolTip || m.name || "")
data("fieldId", m.id)
.appendTo($headers);

This code fails in IE8 with an error stating that ....data(...) is null or not an object. In every other browser (Firefox, Chrome, Safari and Opera tested), data() seems to return the dom object and allows .appendTo() to be called. Either way, I was able to fix this by changing the code to the following:

var header = $("<div class='ui-state-default slick-header-column' id='" + uid + m.id + "' />")
.html("<span class='slick-column-name'>" + m.name + "</span>")
.width((m.currentWidth || m.width) - headerColumnWidthDiff)
.attr("title", m.toolTip || m.name || "")
.appendTo($headers);

header.data("fieldId", m.id);

This works as intended in all browsers.

It occurs to me that the behavior of data might be undefined if it is called on an object that has not yet been inserted into the DOM. If this is not actually a bug but a misfeature that the library relied on, then I apologize. Still, I figured I'd let you know.