Provide an example of setting client auth headers

[rockwotj]

The documentation talks about how to check auth headers in the service: https://github.com/connectrpc/connect-python/blob/main/docs/interceptors.md#metadata-interceptors
As well as how to set headers from a client on a per request basis, but does not show how to add a header to all requests using an interceptor. Adding some documentation for this would be great!

Thanks.