Gasket material makes a big difference, some will continue to compress till they cut right through. Try a thinner harder gasket, or go with the lock bolts. The safety wire mentioned above would be a neat option and not to hard to do. Studs might hold a little better, you can run them in tight then use nuts and lock washers.
What does the flange of the header look like on the gasket side? Can it be ground a little to flatten it out? Some header makers are terrible at this, some get it right. The wider and flatter it is, the better it will seal.
Joe