One major issue with Vary is that it makes cache coalescing very complicated. This is because you can't know whether two requests will share a response until you get that response. So for subsequent requests you need to decide if you should block it hoping that the response will satisfy it or if you should send it through pessimistically, possibly triggering a thundering herd effect on every cache rotation.

I'm not sure if it is possible to solve this nicely in a generic way, but it does make it a bit ugly.