I think I am getting closer and hope someone can nudge me across the line.

My set up is now ...

[code]
if ($http_cookie !~* "mycookie=0") {
add_header Cookie: "mycookie=1";
}
[/code]

The idea being that if mycookie is not 0 (which should cover it not being set), it is set to 1. I then added cookie_MYCOOKIE to the bypass and no cache parameters so that if it is set to 1, they are triggered.

The backend sets mycookie to 0 if it is 1 so that on subsequent requests, the resource is served from the cache.

However unfortunately, the "add_header Cookie: "mycookie=1";" line does not seem to be called at all.

Thanks