Web farms, what is the recommended way?

The default session storage MiniProfiler uses is in-memory per IIS instance, which of course does not work in web farm scenario.

What is the recommended approach for a web farm scenario?

I can see it has a DB storage, so that should work if you have a DB with enough access to create appropriate tables. In my scenario though we only have a locked-down DB for ASP.NET sessions.

Is there a session storage that uses ASP.NET sessions perhaps?

At Stack Overflow we implemented a Redis based IStorage. Would strongly recommend it or memcached or azure cache or something like that.

Strongly recommend against using sessions as you want to be able to share this with the other devs.