REST API for PBIRS w/customSecuritySample - how to include cookies?

Still trying to use the REST API for the on-premise Power BI Report Server with the CustomSecuritySample. I know that I need to supply the authentication cookie that is supplied when I log into the site, but so far, I can't seem to figure out how to specify the cookies properly in the header.  I'm using the Swagger library for my REST API calls.

I've tried adding a "Cookie" entry via AddDefaultHeader - the method call doesn't generate an error, but Fidder cannot see any cookies.  Is there some other method I should be using to load the cookies with the Swagger objects?

Any suggestions?

code example:

            var server = "myinstance.mysite.com";
            string apiString = string.Format("https://{0}/reportsbi/api/v2.0", server);

            var clientCI = new CatalogItemsApi(apiString);
            clientCI.AddDefaultHeader("Content-Type", "application/json;charset=utf-8");
            clientCI.AddDefaultHeader("Cookie", ".ASPXAUTH=" + cookieValue + ";X-XSRF-NONCE=" + nonce + ";X-XSRF-TOKEN=" + token);

            ODataCatalogItems cItems = clientCI.GetCatalogItems();