I have an application composed of two ASP.NET Core apps, app A and app B. App A makes HTTP calls to App B, and Application Insights automatically correlates this and shows them as a single request. Great!
However, I'm now moving to a more event-based system design, where app A publishes an event to an Azure Event Grid, and app B is set up with a webhook to listen to that event.
Having made that change, the telemetry correlation is broken and it no longer shows up as a single operation.
I have read this documentation: https://docs.microsoft.com/en-us/azure/azure-monitor/app/correlation which explains the theory around correlation headers - but how can I apply this to the Event Grid and get it to forward the correlation headers on to the subscribing endpoints?