Support for configuring cookies in the requests.

[Ilgrim]

Hi! It would be nice to have support for setting Cookies in the request.

Currently I am working on a side project of a load balancer/reverse proxy and I detected that I need to check if the cookies are properlly passed to the backend servers. So I think it can be an interesting feature.

Maybe this is only interesting for my corner case, but I would like to suggest implementing this if It is possible. Or at least for taking in consideration.

Thank you very much for your awesome work.

[benopotamus]

Another use case for this. I am testing sessions in a Django app where I need to send 2 requests from the same user. I can set the cookies using headers but it would be super-convenient if I could send multiple requests and have them use the same session cookies.