Adding Application Name label to All Metrics

[FrankRua]

Challenge:
I want to add a "ApplicationName" that on all my metrics coming out of my .NET Core API, which the consumer is sending me via an HTTP Header.

Purposed Solution:
Something like a middleware where I could have knowledge of the HttpContext and then assign the Label to all the Metrics before pushing to the Metrics Server.

Is there a way to accomplish this right now?