couple , of things. First Brian offers solid advice. I'll add a few things just for the hell of it.
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What length header bolts are you using. On aluminum heads you sometimes need to use 3/4" and not 1" length to get them to seat properly. It is very important especially on aluminu heads not to overtorque the bolts and to follow the proper sequence.
Also, You can soak the paper gaskets in water overnight- I know this sounds crazy- but it does help in sealing as they expand out.
Lastly, Take a straight edge and lay it across the header flange to see if they are warped. If they are, your options are either to remove them and attempt to straighten or I disagree here with Brian- buy a set of Percy's copper gaskets. They are soft and will seal up around imperfect flanges. Thee's a reason Ford and other manufacturers use copper gaskets from the factory and they are for the most part leak free. Hell you can reuse them as long as they are not too badly beat up.