AWS Lambda how do I properly allow CORs?

Clash Royale CLAN TAG#URR8PPPAWS Lambda how do I properly allow CORs?
I know this question gets asked a lot and I have looked through other questions/answers but I still can't get it to work.
I have read and followed: https://docs.aws.amazon.com/apigateway/latest/developerguide/how-to-cors.html
This is my lambda function:
let http = require('https')
exports.handler = (event, context, callback) => {
const STORE_HASH = '1234'
const PATH = `/stores/${STORE_HASH}/v3/catalog/products?limit=100`
const AUTH_TOKEN = '1234'
const AUTH_CLIENT = '1324'
let options = {
"method": "GET",
"hostname": "api.bigcommerce.com",
"port": null,
"path": PATH,
"headers": {
"x-auth-client": AUTH_CLIENT,
"x-auth-token": AUTH_TOKEN,
"content-type": "application/json",
"cache-control": "no-cache",
"Access-Control-Allow-Origin": "*"
}
};
http.get(options, (res) => {
console.log('RESPONSE HERE:', res)
let body = ''
res.on('data', (d) => {
body += d
})
res.on('end', () => {
context.succeed(JSON.parse(body))
})
res.on('error', (err) => {
context.fail("err: " + err.message)
})
})
}
I call the function through an API gateway and I use axios to hit the endpoint.
Would really appreciate the help. Thank you.
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