Turned out to be an issue with the payload.
I managed to get it working with following data:
headers:
accept: application/json
x-csrf-token: my_token
payload:
{
"deliveryAddress": "http://xyz:8000",
"persistNotifications": false,
"collection": "MyCollection"
}
Now I see new entries in table /IWBEP/D_MGW_SUB