This article serves as an addendum to the excellent article by Chris Fidao over on Laravel News.
When using Inertia, you may still want to serve some content without generating a session for an anonymous user.
# app/Http/Kernel.php
'static' => [
    \Illuminate\Routing\Middleware\SubstituteBindings::class,
    \App\Http\Middleware\HandleInertiaRequests::class,
],
However, if your Inertia middleware relies on any session data, stuff could blow up!
#Session store not set on request error
A quick fix is to return early in the share method of your HandleInertiaRequests middleware.
public function share(Request $request)
{
    if (!$request->hasSession()) {
        return [];
    }
    // ... do the rest of your sharing stuff here.
}
That's it! Happy developing!