Most of the time leaks like you're experiencing occur because the header flange isn't completely flat/true. Many headers (even new out of the box) have warped flanges. Some try to close up the gap with different types of gaskets, and by cranking down on header bolts -- but often with the result being continuing leaks, header bolts that back out and have to be retightened or stripped threads.
I'd pull the headers out and get a straight edge on the flange to see if it's flat/true. If not, a few bucks at your local machine shop can get you a mill job that will make the header seal like it should.