The issue with header wraps is that basically it holds the heat in and cooks the metal, over time this could cause cracking. Might not be a big deal on a weekend car like your 9C1, but I'd look into ceramic coating, not cheap however.
http://www.centuryperformance.com/exhaust-header-heat-wraps-do-not-use.html
Do your research. I did wrap the header on my old Honda, it was a brand that was known to crack but I did apply it over the existing factory ceramic coating so that may have helped save it, and it was cheap wrap off ebay so it may not have been doing anything in the first place.