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I am getting ready to install tube headers on my 250. I have read somewhere that you should replace the pilot pins at each end of the block with bolts.

How are those pins held in place? Pressed? Threads?

Are they open to the water jacket?

Has someone done this and can give some advice and/or pictures of the results?

Thanks for your help!

he pins are threaded in. No don't go in to the water jacket. The biggest problem might be getting them, use some penetrant, and a big pair of vice grips. You need to remove them to get good even pressure on the gasket. Double check the header flange make sure that it is flat, none of the welds higher than the others. Consider double gaskets and the copper RTV in between.

Larry

They could be into the water, I have seen them both ways. It all depends on the casting and how deep the threaded holes go. Its not a big deal ether way, just use a little sealer on the threads. Vise grips work well on getting the old pins out.

Pay close attention to the thickness of the flanges of both header and manifold. The small bridges that hold them in place may need to altered a bit if one is way thicker then the other.

Use plenty of sealer and don't let the header just hang when you tighten the bolts. Try to hold it out away from the block so the flange is flat against the head. It will take about four hands to hold everything inline so it seals first time. Joe

Your head would have originally been fitted with the two pins and two threaded studs/nuts. The rest were bolts. Sometimes, head rebuilders remove the two studs so you may not have them.
I would recommend replacing the two pins and the bolts with threaded studs. I went to the wrecking yard and pulled the studs from 250's. There are long and short clamp pieces on the bolts and studs on your engine now. The long ones won't fit if you add an aluminum manifold, so gather up several of the short clamps at the yard as well.
In the picture below, everything is just sitting on the studs. No nuts were needed and I just wanted to take a picture. Joe's comment about needing four hands is not to be taken lightly. If the original two studs are missing, you'll need six hands.
I would not recommend two gaskets and I would not recommend Felpro. Just get a cheap one-piece "header" gasket. I tried the FelPro with the Blue Rings on the intake piece. $30 and they lasted a week. I got mine from PAW for about $6.292 with studs