If pnlJCList exists in the Page you use that object directly. Why are using FindControl in the first place.
This should work:
Private Sub createDCList(ByVal objDT As DataTable)
Dim row As DataRow
Dim intIndex As Integer = 0
For Each row In objDT.Rows
Dim lblHeading As New Label
lblHeading.Text = row.Item("CheckListName").ToString() & ":"
lblHeading.ID = "lblHeading_" & intIndex
pnlJCList.Controls.Add(lblHeading)
intIndex = intIndex + 1
Next
End Sub
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