Clean the head and header with brake cleaner-after checking them out-to get any oil of the surface. Use some RTV on the header gaskets both sides, it helps out. Use brand new header bolts--so they don't snap on you.
Yes you need some good small open end wenches, I like S & K, not cheap but they don't slip. I get them tight as poss but guess they could snap but they seem strong, I use Mr Gasket bolts but I never reuse them. After it runs a few mins, shut the motor off and wait 5 min for the pipes to start cooling off and re tighten the bolts.
It should seal, the RTV softens up in the heat and re tightening the bolts seals the gasket-unless the headers are warp cause they are 10 years old like mine. Still its just a silght noise.
Whats happening maybe is the gasket is blowing out as soon as the motor starts. Don't get cheap on the gaskets either. Those paper ones stink, don't even know why they make them.