Use wildcard domain with worker (assets)

I'm trying to make subdomains work with a wildcard.
Because worker domains do not support wildcards, I'm just doing it with a DNS entry.
This did not work with assets (CORS error) so I added a route rule that adds
access-control-allow-origin: *
to the response headers.
Now, when I go to the subdomain, the assets are loaded but any other request to the domain still return
http 522
responses.
The domain without the wildcard works just fine.

What am I supposed to do to make subdomains work?
The project I'm trying to deploy is a nuxt project.
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