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This provides an embedded mode that, if enabled, allows you to run the proxy in-process with another go application. Authentication is done via headers only in this mode (trusted because it's the same process) and provides helpers for generating clients that can access the embedded proxy.
When you execute an API call, the http request is buffered in memory for use by the application. I played some with lazily evaluating the request when the response body is read - this has the advantage of keeping memory low when streaming large responses, but the UX gets a little weird (i.e. can't read headers until 1 byte has been read from the body). It might be worth revisiting that approach in the future if needed.