How to group header for two apex:columns while using pageblock table?

In order to achieve above functionality you need to "pack" two values into the one apex:column using the html table

<apex:pageBlock title="Page Block Title">

 <apex:pageBlockTable value="{!accounts}" var="a" >

        <apex:column headerValue="My header">

             <table class="tbl">

                   <tr><td>

                          <apex:outputField value="{!a.Name}" /></td><td>

                          <apex:outputField value="{!a.CustomerPriority__c}" />

                  </td></tr>

              </table>

        </apex:column>

        <apex:column value="{!a.Id}"/>

    </apex:pageBlockTable>

</apex:pageBlock>

And apply the below CSS

<style>

.tbl {

    border: none;

    width: 100%;

    margin: 0;

    padding: 0;

}

.tbl td {

    width: 50%;

    border: none !important;

    margin: 0;

    padding: 0;

}

</style>

Expected Output