Add documentation and examples for per-request custom HTTP headers usage #215

Checklist

• I agree to the terms within the OpenFGA Code of Conduct.

Describe the problem you'd like to have solved

The SDK generator issue (openfga/sdk-generator#569) defines feature support for per-request custom HTTP headers in the SDKs. The Python SDK already implements per-request custom HTTP headers but it is not documented making it difficult to discover. It needs documentation and an example added in the README.

Describe the ideal solution

A documentation enhancement to add descriptive documentation with code example to make a check call, for example, with a per-request custom HTTP header (example, x-correlation-id and other custom user-defined headers). No code change needed, just documentation enhancement.

Alternatives and current workarounds

No response

References

• SDK generator issue ([Feature request] Add support for per-request custom HTTP headers in SDK API calls sdk-generator#569)

Additional context

The SDK generator issue originally asked for feature support across all SDKs. It was discovered that Python already supports this and the only thing needed is missing documentation.