@Override
    protected void copyResponseHeader(HttpServletRequest servletRequest,
                                      HttpServletResponse servletResponse, Header header) {
      if (RESPONSE_HEADER.equalsIgnoreCase(header.getName())) {
        servletResponse.addHeader(header.getName(), "RESPONSE_VALUE_MODIFIED");
      } else {
        super.copyResponseHeader(servletRequest, servletResponse, header);
      }
    }
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