How can I theme the markup for the labels in a set of radio options on a specific form item?
You'll need to massage the $optionsSet array so it's structured like this:

$optionsSet = [
  'option1' =&gt; '&lt;img scr="../images/option1.jpg"/&gt;option 1',
  'option2' =&gt; '&lt;img scr="../images/option2.jpg"/&gt;option 2',
];

$form['my_items'] = [
  '#type' =&gt; 'radios',
  '#title' =&gt; $this-&gt;t('Items'),
  '#options' =&gt; $optionsSet,
];