The answer above did not work for me. It turns out that with Spring 4.1.4 something slightly different is required.
The way that seems the cleanest to me looks like the following:
SimpMessageHeaderAccessor headerAccessor = SimpMessageHeaderAccessor.create();
headerAccessor.setSessionId(cmd.getSessionId());
headerAccessor.setLeaveMutable(true);
MessageHeaders messageHeaders = headerAccessor.getMessageHeaders();
messagingTemplate.convertAndSendToUser(cmd.getPrincipal().getName(),
"/queue/responses", ret, messageHeaders);
The other way which worked was to explicitly add a "nativeHeaders" value to the Map sent to SimpMessagingTemplate.convertAndSendToUser(). However, this way seems to depend too much on implementation details:
Map<String, Object> headers = new HashMap<>();
headers.put("nativeHeaders", new HashMap<String, Object>());
headers.put(SimpMessageHeaderAccessor.SESSION_ID_HEADER, cmd.getSessionId());
messagingTemplate.convertAndSendToUser(cmd.getPrincipal().getName(),
"/queue/responses", ret, headers);
The "offending code" which made setting the "simpSessionId" header and nothing else in a Map not work was in SimpMessagingTemplate.processHeaders() and MessageHeaderAccessor.getAccessor(MessageHeaders, Class requiredType).