Markdown table rowspan without loss of formatting - html

Question

As described in this and this answers, we can use HTML tags in Markdown to create tables with cells spanning multiple rows or columns. Suppose I want to make the following table (rendered by Visual Studio Code with extension "Markdown All in One"):
Desired Effect
But the problem for the second answer is that the rowspan/colspan of the first column/row will be rendered with a additional column/row in the front, as in the following example (does not work on StackOverflow, but works in VSCode; a work-around is to add an empty column/row, as suggested by the first comment in that answer, but this is still not perfect):
||Letter|Typesetting|Result|
|-|-|-|-|
|<td rowspan=4>a |Normal|a
||Italic|*a*|
||Bold|**a**|
||Math|$a$
Result:
Table constructed using method in Answer 2
Then we can use the HTML tags, as described by the first answer:
<table>
<thead>
<tr> <th>Letter <th>Typesetting <th>Result
</thead>
<tbody>
<tr> <td rowspan=4>a <td>Normal <td>a
<tr> <td>Italic <td>*a*
<tr> <td>Bold <td>**a**
<tr> <td>Math <td>$a$
</tbody>
</table>
But then Markdown formatting will be lost:
Table constructed using method in Answer 1
Is there any way to overcome this problem, i.e. using HTML tags to achieve rowspan/colspan without loss of Markdown text formatting?