I just discovered that zenity support html tags
zenity --error --text "hello <b>world</b>"
but how to make it work with "entry" type ?
zenity --entry --text "hello <b>world</b>"
it's printing tags instead of interpreting them
zenity and the entry option does not support the "pango" markup options.
error, info, question, warning are the only options that support these markups.
If you examine the man page for zenity - those options can have the pango markups turned on or off.
FYI this link gives you the markups supported: http://developer.gnome.org/pygtk/stable/pango-markup-language.html
The only suggestion I can make is to make this request upstream to the zenity developers