Header wrap??
Not in my case. Im in a pretty dry climate but what moisture are you refering to? Whenever you heat them up, the boil any moisture out. I didnt use water to put them on nor did I coat them, just a wrap with pipe clamps. It totally cooled the engine bay, as said you can almost touch them after a run and I had some pretty big surface area headers as fenderwells are huge radiators of heat. Especially around the M/C