TTI says that you should break them in specific heat cycles. I would imagine they know what they're talking about. Basically from what I remember, you can't take'em out of the box and run them hard, you haveto heat them up a little at a time. They do not recommend dyno runs on fresh ceramic coated headers.
I have a guy that is going to build me a set and my powdercoater knows another powdercoater that does Jet Hot coating.
I don't know the process but my guy has two single car garage size ovens and is a top notch coater, I think it takes a heat range that his ovens don't go to. If you buy non-coated headers make sure you send/take them to a company that IS capable of doing a proper Jet Hot coating.