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Describe the change
Please provide a clear and concise description of the changes you're proposing. Explain what problem it solves or what feature it adds.
Provide OpenAI documentation link
https://platform.openai.com/docs/api-reference/organizations-and-projects-optional
Describe your solution
I've added an optional header, same as the Organization ID.
As @massenz mentioned here, while the Project ID it is optional, it would be great to match the official OpenAI client and have a double check for the project scope.
Tests
I've tested the changes manually.
Resolves #757