Need help with 440 break in

First off, it's your decision about the headers. It is not recommended to break a new engine in with new headers because the untuned engine will overheat the headers and damage the finish. With high dollar headers such as yours, that would suck, but again, that's your call. My biggest concern personally would be to break the engine in with some kind of exhaust. Failure to do this could be the failure of your engine. You need to be able to hear what's going on. If something is wrong and you have uncapped exhaust, you might miss it and the result might prove catastrophic. If you don't have access to manifolds, bite the bullet and have your exhaust finished with the headers in place. Get the tune as close as possible so a minimum amount of tuning is necessary. That way you might can minimize and header damage.