application_reflex.rb

class ApplicationReflex < StimulusReflex::Reflex
  before_reflex do
    jwt = ShopifyApp::JWT.new(element.data_jwt) # pass in "Bearer: blah"
    if jwt
      self.headers = {"jwt.shopify_domain" => jwt.shopify_domain, "jwt.shopify_user_id" => jwt.shopify_user_id}
    end
  end
end

shopify_app.js

// https://github.com/kirillplatonov/shopify-hotwire-sample/blob/main/app/javascript/shopify_app/shopify_app.js
// plus `stimulus-reflex:before` event below:
document.addEventListener("DOMContentLoaded", () => {
  ...
  
  document.addEventListener("stimulus-reflex:before", async event => {
    window.sessionToken = await retrieveToken()

    console.log(`stimulus-reflex:before`, window.sessionToken)
    event.detail.controller.element.reflexData[event.detail.reflexId].attrs[
      "data-jwt"
    ] = window.sessionToken
  })
})