[Feature] Demonstrate HTTP with auth

[alexfertel]

Component

provider, pubsub, transports

Describe the feature you would like

I could not figure out a terser way of modifying headers to be sent with each request, and it took me some time to get to this:

    let client = {
        let mut headers = reqwest::header::HeaderMap::new();
        headers.insert(
            "HEADER",
            reqwest::header::HeaderValue::from_static("VALUE"),
        );
        let client = reqwest::Client::builder()
            .default_headers(headers)
            .build()
            .expect("Failed to build reqwest client");
        let http = Http::with_client(client, rpc_url.clone());
        let is_local = http.guess_local();
        RpcClient::new(http, is_local)
    };
    let provider = ProviderBuilder::default().on_client(client);

If there is an easier way to do this, could there be an example? If not, could it be added?

Additional context

No response