Check the CHANGES file in source, can't see anything about Cache-Control headers other than:

*) Bugfix: nginx did not treat a comma as separator in the
"Cache-Control" backend response header line.

Tried using -

Cache-Control: no-cache
Cache-Control: private,max-age=0
Cache-Control: private

None work, nginx is still ignoring the Cache-Control headers on .0.7.65, would rather not upgrade to 0.8.* =/