I created a plugin for this feature, see http://www.highcharts.com/plugin-registry/single/5/Rounded-Corners
Edit 2014-05-07: Co-worker Stephane also has a nice drop-in code snippet for creating custom shapes: http://jsfiddle.net/highcharts/My9Qp/Tyrone Dougherty commented
Coming here to specifically request this too :)
The plugin that was created is unfortunately not available on NPM :(
Adding the raw code to our codebase unfortunately breaks a lot of rules at my company, so it would be way nicer to have it as a proper package on NPM, or even better built into highcharts!
Column charts can look quite weird with every border having a radius.