Is your feature request related to a problem? Please describe.
I need to be able to send an authorization header when using a client. This header would likely just get ignored when building a stdio based client or perhaps its not a possible option in the builder pattern for clients that don't support headers.

Describe the solution you'd like
Someway to specify headers that need to be sent for all requests (ideally including list_tools).

Describe alternatives you've considered
I do not believe there are any alternatives within this crate.

Additional context
Add any other context or screenshots about the feature request here.