Its possible to do this in the bootstraper of Nancy
protected override void RequestStartup(TinyIoCContainer container, IPipelines pipelines, NancyContext context)
    {
       //CORS Enable
        pipelines.AfterRequest.AddItemToEndOfPipeline((ctx) =>
        {
            ctx.Response.WithHeader("Access-Control-Allow-Origin", "*")
                            .WithHeader("Access-Control-Allow-Methods", "POST,GET")
                            .WithHeader("Access-Control-Allow-Headers", "Accept, Origin, Content-type");
        });