LWC. Possible way to remove header action buttons from lightning-datatable

myComponent.js

// Rendered callback adds style element that hides standard action buttons
renderedCallback() {
    if (!this.hasRendered) {
        const style = document.createElement("style");
        style.innerText =
            "c-my-component lightning-datatable .slds-th__action-button {display: none;}";
        this.template
            .querySelector("lightning-datatable")
            .appendChild(style);

        this.hasRendered = true;
    }
}

For advanced styling you can use this approach to load entire CSS file.