This is a proof of concept (read: not tested yet) Owin module that one could configure in an Owin pipeline to ensure that NewRelic will ignore the transaction.

NewRelicIgnoreTransactionOwinModule.cs

public class NewRelicIgnoreTransactionOwinModule
{
    private AppFunc _nextAppFunc;

    public NewRelicIgnoreTransactionOwinModule(AppFunc nextAppFunc)
    {
        _nextAppFunc = nextAppFunc;
    }

    public Task Invoke(IDictionary<string, object> environment)
    {
        // Tell NewRelic to ignore this particular transaction
        NewRelic.Api.Agent.NewRelic.IgnoreTransaction();

        return _nextAppFunc(environment);
    }
}