An option I found more appealing was using a "dummy" heatmap from Plots.jl.

# Data
df = DataFrame(a='a':'e', b = rand(5), c=rand(5))

# Get column names and row names
row_labels = df[:, 1]
col_labels = names(df)[2:end]

# Extract matrix of values (excluding the first column which is the label)
matrix_vals = Matrix(df[:, 2:end])

# Prepare annotations for each cell
ann = [(j - .5, i - .5, text("$(round(matrix_vals[i,j], digits=2))", 8, :black, :center)) for i in 1:size(matrix_vals,1), j in 1:size(matrix_vals,2)]
ann = reduce(vcat, ann)

# Annotated heatmap
plot_df = heatmap(
    string.(col_labels),
    string.(row_labels),
    fill(0.92, size(matrix_vals)),                              # all tiles are light gray
    xlabel = "", ylabel = "",
    color = cgrad([RGB(0.92,0.92,0.92), RGB(0.92,0.92,0.92)]),  # enforce light gray
    xticks=:auto, 
    yticks=:auto,
    yflip=true,
    framestyle = :box,
    annotations=ann,
    colorbar=false
)

# Adding grid lines
n_rows, n_cols = size(matrix_vals)

for v in 1:n_cols-1
    vline!([v], c=:black, lw=.5, label=nothing)
end

for h in 1:n_rows-1
    hline!([h], c=:black, lw=.5, label=nothing)
end

plot_df