Headers tick...sort of the nature of the beast.

Make sure you dont have any exhaust leaks first. Get under the car and listen/feel for any. If any are found, fix them. Then go from there.

GOTIT, if you used Band clamps, you can take them off, and use some copper RTV, and cover where the pipes meet, and reclamp. I did that to one joint, and never had any issues again.