Customizing bigWig file
There's no equivalent to the wiggle header in bigWig (or bigBed) files, which is why UCSC uses the file name. This is actually the reason for the track line stuff that you linked to, since you can then specify a name and just point to where the bigWig (or other format) file is on the internet.

BTW, you can certainly convert your bigWig to wiggle, add the track line, and convert it back with UCSC tools (e.g., bigWigToWig and wigToBigWig). It shouldn't change the track name when you display it in UCSC (though if it does, then let me know, since I'll modify pyBigWig and libBigWig to support that then).