In addition to what I just said, you can of course modify the
font of the stanza number, by setting properties on the
StanzaNumber layout object, for example
\override StanzaNumber #'font-shape = #'italic
Similarly, you can set the extra-offset property to move
it around relative to the lyrics.
According to the documentation,
http://lilypond.org/doc/v2.8/Documentation/user/lilypond-internals/Stanza_005fnumber_005fengraver.html#Stanza_005fnumber_005fengraver
you can specify a markup as the argument. However,
when I look at the implementation, it seems that it's
only possible to specify a