Got it. So you do that through a Cloudflare worker? Aren’t you loosing the caching perks from cloudflafe? It would nice to be able to do that directy through a page rule.
In fact it can be even more performant. You can use Workers KV to cache as well. So a request comes in, check KV store, return if found. If not, pull from asset CDN.
KV is a global persistent data store, so reads and writes may have to cross the internet. In comparison, the Cache API reads and writes from the local datacenter's cache. Also, Cache API doesn't cost extra (KV does).
However, better than either of these is to formulate your outgoing fetch() calls such that they naturally get the caching properties you want. fetch() goes through Cloudflare's usual caching logic. When that does what you want, it works better because this is the path that has been most optimized over many years.