This is a very important feature request. This is one of the most commonly asked for features that are common in many other tools. We especially need this in the data overview widget and any other table style widget. Also, and this would be a bigger undertaking, but many of the sortable headers are done in the PHP which requires a fresh get request and requerying the database. This has a cost to both the machine and the user experience. It might be worth investigating moving the sorts into the JavaScript to reorder the html table rows. This will be much faster.