Here's some documentation:
An example of the specific header you need to fix that error can be found in this example NGINX config:
The shared key is a key that authorizes your web server (whether it's NGINX, Apache, IIS, or whatever) to send new contexts to the mod_cfml Tomcat valve. This shared key must match the shared key you have in your server.xml file. In your C:\lucee\tomcat\conf\server.xml file, there will be an entry like this:
<!-- visit modcfml.org for details on mod_cfml configuration options -->
Note the "sharedKey" value. The shared key in your NGINX config and the shared key in your server.xml config must match.
Hope this helps!--