You can set a new border (which actually not only draws a border but also fills the background) by calling
selector.getContentPane().setBorder(new MyBorder());
You can get access to all selectors by providing your own selector factory. Do so by subclassing TimeGranularySelectorFactory. You can then override the createSelector() method, call super.createSelector(), and apply the code above on the selector created by the superclass.
To make the Gantt Chart use your custom selector factory simply create a subclass of the Gantt chart control and override the getSelectorFactory() method.
–Dirk