@Override
    protected void copyRequestHeader(HttpServletRequest servletRequest, HttpRequest proxyRequest, String headerName) {
      if (REQUEST_HEADER.equalsIgnoreCase(headerName)) {
        proxyRequest.addHeader(headerName, "REQUEST_VALUE_MODIFIED");
      } else {
        super.copyRequestHeader(servletRequest, proxyRequest, headerName);
      }
    }
tests to show that by extending ProxyServlet we can override methods coping headers to proxied response and from it
src/test/java/org/mitre/dsmiley/httpproxy/ModifyHeadersProxyServletTest.java