Figure.magnetic_rose: Let declination_label support string with whitespaces

pygmt/src/magnetic_rose.py

@@ -110,11 +110,15 @@ def magnetic_rose(  # noqa: PLR0913
 
     position = _parse_position(position, default=Position("BL", cstype="inside"))
 
-    if declination_label is not None and declination is None:
-        raise GMTParameterError(
-            required="declination",
-            reason="Required when 'declination_label' is set.",
-        )
+    if declination_label is not None:
+        if declination is None:
+            raise GMTParameterError(
+                required="declination",
+                reason="Required when 'declination_label' is set.",
+            )
+        # Upstream issue that declination label with spaces is not properly handled.
+        if " " in declination_label:
+            declination_label = declination_label.replace(" ", "\\040")
 
     aliasdict = AliasSystem(
         F=Alias(box, name="box"),

pygmt/tests/baseline/test_magnetic_rose_complete.png.dvc

@@ -1,5 +1,5 @@
 outs:
-- md5: 78c53322b2514fbcd56483b793d47ebe
-  size: 28831
+- md5: c39fb0511ea0a4b92d8d0202252d72ad
+  size: 28825
   hash: md5
   path: test_magnetic_rose_complete.png

pygmt/tests/test_magnetic_rose.py

@@ -34,7 +34,7 @@ def test_magnetic_rose_complete():
         outer_pen="1p,red",
         inner_pen="1p,blue",
         declination=11.5,
-        declination_label="11.5°E",
+        declination_label="11.5 °E",
     )
     return fig