Access-Control-Oigin within Slim Framework and Ember.js

After reading many questions/answers I decided to post. I think Slim Framework - jQuery $.ajax request - Method DELETE is not allowed by Access-Control-Allow-Methods sums up most of the information I've found and tried out.

I'm using MAMP with PHP 5.6 for development but the production environment will most probably be a shared host. I'm also using ember.js

When ember does a POST request I get the Access-Cross-Origin message:

XMLHttpRequest cannot load http://foo.bar/ . No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://localhost:4200' is therefore not allowed access.

I understand that settings the appropriate headers on the server would solve the issue but I do not know when to do it. What I currently do in the Slim framework is:

header('Access-Control-Allow-Origin: *');
header('Access-Control-Allow-Headers: Content-Type');
header('Access-Control-Allow-Methods: GET, PUT, POST, DELETE, OPTIONS');

$app->options('/(:name+)', function() use($app) {                  
    $response = $app->response();
    $app->response()->status(200);
    $response->header('Access-Control-Allow-Origin', '*'); 
    $response->header('Access-Control-Allow-Headers', 'Content-Type, X-Requested-With, X-authentication, X-client');
    $response->header('Access-Control-Allow-Methods', 'GET, POST, PUT, DELETE, OPTIONS');
 });

However, I've checked Ember.js requests and it is not requesting OPTIONS and thus the correct headers are not set.

If I set the headers in an individual route of Slim then it works correctly. But I do not want to set the headers on each route, one by one.

What can I do to set the headers for all routes?