I modified the location where the pager creates new <td> elements by first asking whether the data contains a td element and if it does, use that instead, this allows the ajax callback to output a fully rendered table with td elements already created, the callback to obtain those elements and just rebuild the columns using those elements, with all the required classnames, attributes, etc.

addons/pager/jquery.tablesorter.pager.js

@@ -279,7 +279,11 @@
 							tds += '<tr>';
 							for ( j = 0; j < d[i].length; j++ ) {
 								// build tbody cells
-								tds += '<td>' + d[i][j] + '</td>';
+								var temp = $("<td>").html(d[i][j]);
+								var inner = temp.find("td");
+								temp = inner.length ? inner : temp.wrap("<div>").parent();
+								
+								tds += temp.wrap("<div>").parent().html();
 							}
 							tds += '</tr>';
 						}