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Is there an option to change the pex build hashbang from #!usr/bin/env pyton to a pre-specified one (or set to the Python version resolved by Pants when running the goal (it is on AFS and so accessible outside of Pants' env)).

Yes: <https://www.pantsbuild.org/docs/reference-pex_binary#codeshebangcode>

Well specifically if it's a `pex_binary` target. Which PEX are you referring to?

Exactly what I wanted.  I was sadly looking in the wrong place (<https://www.pantsbuild.org/docs/reference-pex-binary-defaults>)

Can this be placed in pants.toml instead of always passing as cmdline arg?  Getting errors when using [pex-binary] scope.

Looks like options on targets must be specified in the BUILD files?  Global, goals and subsystems in pants.toml.

Yes, that is correct. BUILD files are for ~decentralized~ localized config (targets)

If you need to do this on many targets, you can <https://www.pantsbuild.org/docs/macros|create a macro> to spare you the typing.