Thanks for your help @H.B., this did the trick for me (alignment is optional):
<DataGrid.Columns>
<DataGridTextColumn Header="Wrapped & centered" Binding="{Binding field}">
<DataGridTextColumn.ElementStyle>
<Style>
<Setter Property="TextBlock.TextWrapping" Value="Wrap" />
<Setter Property="TextBlock.TextAlignment" Value="Center"/>
</Style>
</DataGridTextColumn.ElementStyle>
</DataGridTextColumn>
</DataGrid.Columns>