FWIW thats not possible without a change to the mesos cloud plugin.
Again the issue is not about setting a label name and making sure no illegal chars are in it, but rather a functionality of the plugin which enables you to run the mesos workload on a "custom docker image". In order to do that you specifyin this format: [LABEL]:[DOCKERIMAGE]
So while I could keep the LABEL free of illegal chars, you have to separate it with a colon, and then the DOCKERIMAGE name also usualy includes a tag, which is also separated by a colon eg. ruby:3.0.0-buster otherwise it pulls to latest tag only. In production I have for example labels in the job equal to production:ruby:3.0.0-buster and the plugin finds the "production" label, then pulls the custom image for the workload.
It would also be useful for newcomers if the form validation for label names would trigger a red message that the label name is invalid.