Same thing here. I had a small leak with my Hooker headers so I replaced the gaskets with Mr. Gasket copper gaskets. Just like yours the leak got much worse. The gasket isn't thick enough is the problem. And if the header flange is even slightly warped then it will leak that much worse. Lemme guess, it's leaking from the two center exhaust ports and not so much the outer ones. That's how mine is at least. What I'm gonna do is this: I am going to cut the header flanges in between the 1 & 2 and 3 & 4 primary tubes. This will allow the two center header tubes to get a closer seal to the gasket and the head. If you look at the SLP headers, this is how they come out of the box. I've never heard anyone say they have problems with their SLP headers leaking. I'm also probably gonna use two gaskets stacked together on each header. I am planning on using the high quality paper gaskets from Mr. Gasket(not the super cheap ones but the most expensive paper ones that they sell). They cost about half the price of the copper ones so it comes out the same price. I hope I explained this well enough. If you have any questions feel free to ask.
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1991 Z28 - 350 TPI, T56, McLeod street clutch, LT4 pressure plate, Pro 5.0 shifter, ported plenum & runners, AFPR, Holley Annihilator ignition box and wires, Hooker shorty headers w/o AIR, Flowmaster muffler, homeade ram-air, SSM subframe connectors, Kenny Brown STB, Global West steering box brace, Steve Spohn adjustable torque arm and T56 crossmember | 
