I rule creation for http headers using Data groups

Not tested, but this should be close.

when HTTP_REQUEST {
    foreach hn [HTTP::header names] {
        if { $hn starts_with "x-" or $hn starts_with "X-" } {
            if { ![class match $hn equals my-data-group] } {
                HTTP::header remove $hn
            }
        }
    }
}