Yes, if you want all the sidebox headings the same color, it is easy. You could also just use the FF Web Developer's Information > Display Element Information button to click on a heading and see that it has a class of .inside_box_head, and find that in your stylesheet.
Actually, I just noticed that the overall categories box still has its id, so even though there is no heading id it is still possible to style the heading individually in your stylesheet_boxes.css, like this:
#categories .inside_box_head {background-color: #aabbcc;}
For once a TM CSS change makes sense - the original ZC method works perfectly, but the TM method does too, and is a bit simpler in the coding. It might cause a loss of flexibility if you want left and right boxes to look different, though - switching a sidebox from side to side would not automatically let it follow the sidebar colors.