To properly cure the hight temp paints, it has to be done in three stages. It needs to have three 'heat up' and 'cool down' cycles. This can be done after mounting the headers (or manifolds) on the car, but is not as accurately done. Best way is to do it in the oven. First round, heat up to 250 then let cool down. Then 400 and let cool. If you can get your oven to 600 deg, that is best for the last cycle.
By doing it this way your high temp paint will definitely cure and last longer. Once it is oven cured it is also more abrasion resistant and more resistant to oil and gas contamination, which your headers will likely be somewhat subjected to if you're doing an engine swap or whatever.
Not to mention, CLEAN the headers so that they are chemically clean prior to painting them. This means using the right type of solvent / degreaser first, and then handle them with nitrile gloves. Any contaminates left on them will result in less than desirable results.
Good luck!