Kafka 0.11 introduced the concept of record headers.

In Pega, I don't see any way to add such headers. Any suggestion on how it can be achieved? Is it even feasible?

Here is a sample Java code (reference Top 5 Things Every Apache Kafka Developer Should Know (confluent.io)):

ProducerRecord<String, String> producerRecord = new ProducerRecord<>("bizops", "value"); 
producerRecord.headers().add("client-id", "2334".getBytes(StandardCharsets.UTF_8)); 
producerRecord.headers().add("data-file", "incoming-data.txt".getBytes(StandardCharsets.UTF_8)); 
producer.send(producerRecord);

Thanks