RFC2616 afirma que cabeçalhos duplicados são aceitáveis e devem ser tratado da mesma forma que um único cabeçalho com uma lista de valores separados por vírgula:
Multiple message-header fields with the same field-name MAY be present in a message if and only if the entire field-value for that header field is defined as a comma-separated list [i.e., #(values)]. It MUST be possible to combine the multiple header fields into one "field-name: field-value" pair, without changing the semantics of the message, by appending each subsequent field-value to the first, each separated by a comma. The order in which header fields with the same field-name are received is therefore significant to the interpretation of the combined field value, and thus a proxy MUST NOT change the order of these field values when a message is forwarded.
Então, você não precisa fazer nada para obter o comportamento adequado.