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Reference Closes #62651.
Usage example:

df.to_excel("out.xlsx", engine="xlsxwriter",
            engine_kwargs={"autofilter_header": True, "header_bold": True})

Notes on behavior, MultiIndex headers considered as first header row for bolding, and not changing defaults.
I can add a docs follow-up and then commit to the same PR to_excel with a short example showing engine_kwargs={"autofilter_header": True, "header_bold": True}

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