Best option is to create a small texture for each, and paint the name on using Java.
If you use an ITextureEffect you can dynamically change the name without recreating the texture, it works pretty well that way. I use a dynamic texture class that maintains a BufferedImage and applies an ITextureEffect when the text is changed, which I use a BufferedImage, loaded png, for the text font. for something that has an "unknown" number you may just want to do blitting, to conserve memory.