According to this section on Wikipedia, a
Return-Receipt-To: header should do the trick in many cases (it is non standard, but widely supported).
Similar headers exist for priority and importance level.
In your mutt configuration file, include:
my_hdr Return-Receipt-To: firstname.lastname@example.org
my_hdr X-Priority: 1
my_hdr Importance: high
You can add or modify these headers manually for each message if you have the edit headers option set.
Here is a way to add keyboard macros for setting priority before editing the message.
Success of receipt request depends on the mail user agent and the user on the other end. You cannot enforce it.