If you use IIS, I'd suggest trying IIS CORS module.
It's easy to configure and works for all types of controllers.
Here is an example of configuration:
<system.webServer>
<cors enabled="true" failUnlistedOrigins="true">
<add origin="*" />
<add origin="https://*.microsoft.com"
allowCredentials="true"
maxAge="120">
<allowHeaders allowAllRequestedHeaders="true">
<add header="header1" />
<add header="header2" />
</allowHeaders>
<allowMethods>
<add method="DELETE" />
</allowMethods>
<exposeHeaders>
<add header="header1" />
<add header="header2" />
</exposeHeaders>
</add>
<add origin="http://*" allowed="false" />
</cors>
</system.webServer>