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I was making the changes in the AWS console, and included the x-api-key using postman just like you showed in the video.

I did notice that the UI looked a bit different (around 3:05 in the "How to secure APIs in API gateway" video). After creating the usage plan and api key, the AWS console shows API, stage and a separate section called "configure method throttling" (which I didn't see appear in your video). This looks like a more fine grained version of the throttling already set up in the usage plan, but I'm not sure how it interacts with the overall usage plan settings.
I followed the instructions about using an api key to throttle connections, but after I enable it, I get a "Forbidden" error on every request. I tried deleting what I had done and followed the instructions again with the same result. Has anyone else had problems with this section?