"On web, click on your name → Settings → Beta features → opt into Custom instructions. Custom instructions will appear in the menu when you click on your name going forward."
That's a bit disappointing. You can probably work around it ("Once I ask for code in one programming language, use the same language for subsequent responses" instead of "use Julia for code responses in this conversation", "use Javascript for ... this conversation", etc). But LLMs being LLMs, the former generic one is more likely to be ignored (some of the time) than the latter specific and clear instructions.
"On web, click on your name → Settings → Beta features → opt into Custom instructions. Custom instructions will appear in the menu when you click on your name going forward."