Can you run an engine w/o headers ?

grassy -
I believe the reason TTI says not to break-in your engine with the ceramic headers is because they will discolor with constant 2500rpm if you've got a lean carb condition creating a higher exhaust temp.
Now, are you running a roller or non-roller cam in your new engine? A non-roller cam requires the 2500rpm for 20-minute break-in routine. A roller cam doesn't. You can also jet your carb fat to make sure a lean condition is not creating too high of an exhaust temp.
There are ways around this if you can't find a suitable set of headers if you need to break your engine in on a stand.