Have API Key be customizable via headers in MCP configuration

[paulantoine2]

Is your feature request related to a problem? Please describe.
Each of my users have their own API Key to access my API server so they must be able to pass their own instead of having only one configured in the server env variables.

Describe the solution you'd like
For example, in cursor, I would like to configure my MCP like this :

"my-api-mcp": {
    "url": "http://localhost:3010/mcp",
    "headers": {
      "X-API-KEY": "xxxxxxxx"
    }
}

And this header would be forwarded in the request to my API server.