This is great educational material, big thanks to GitHub for putting it out there.
One issue I have with CloudFront is that they don't support setting/configuration of any of the content security headers. Configuring HTTPS with CloudFront is a breeze nowadays, but if you want to take advantage of header-based features, you're out of luck. I imagine a number of other hosting solutions have this problem, too.
CSP can be set via a meta tag:
<meta http-equiv="X-Content-Security-Policy" content="..." />
But I'm not sure how widely that is supported or what the caveats are.