Here I mentioned that there are some incompatibilities between AuthenticationHandler and Web API v2/OWIN hosting.
As part of making Thinktecture.IdentityModel more modular – I updated the AuthenticationHandler code and did some cleanup. You can find the source code here and the Nuget package here. HTH
leastprivilege.com 
Do you have an example of how this is used somewhere? I’d especially like an example using self-hosted Katana if possible.
No but simply use any other AuthenticationHandler example and combine it with Katana.
Or use Katana authentication middleware if that fits your needs.