External API Login session creation guidance

Hi Team,
We are creating a common activity package in python which will contain all our reusable activities belonging to external systems like git. To use the same we would need to establish session using mtls. What are best practices to create sessions for external APIs? Is it better to create session in each and every activity using aiohttp.ClientSession? or create session creation activity? or create the session in worker and pass it to the activities? or any other better way to do it?