Cloudflare doesn't respect servers X-Frame-Options header

Does the cloudfare dashboard let you set X-Frame-Options? Without a worker?

Because Cloudflare doesn’t take into account the headers I have set on my server, because Cloudflare is serving my site. So when I run curl -v, cloudflares responses comes through, not my server.

Im facing the same issue, even though i’ve configured my app to use SAMEORIGIN, it uses DENY instead

Anyone got any ideas?