The one header I didn't add yet: CSP.
For sites that render untrusted input it mitigates an active surface. For a static site it guards against rarer-but-bigger events: a compromised analytics script, a poisoned CDN, a future change that adds an input path.
Astro 6 added an integration for what it emits; iframes, external fonts, and third-party services stay manual. Will inshallah follow when the audit fits.