If you have a list of endpoints for which you want to generate documentation, you can modify that list before passing it to the documentation interpreter. E.g.:
val myEndpoints: List[AnyEndpoint] = ???
val myEndpointsWithHeader = myEndpoints.map(_.out(header(...)))
val swaggerEndpoints = SwaggerInterpreter().fromEndpoints[Future](myEndpointsWithHeader, "My App", "1.0")