How to prevent App Engine from merging multiple headers with the same name?

Question

App Engine seems to always merge multiple headers with the same name into one. For example if one sets this in CGI

print "Set-Cookie: foo=bar"
print "Set-Cookie: spam=egg"

What is actually delivered to the browser is

Set-Cookie: foo=bar, spam=egg

which is of course wrong. The correct solution is either

Set-Cookie: foo=bar; spam=egg

or not merge them at all. How can I do that? Thanks!