If there is stuff that sticks out after the header is torqued down use a dremel or a die grinder with a carbide burr to remove the excess...use a metal gasket, and the factory mazda one, from MAZDA is waaay better.
i ended up getting the Fel-pro Metal gasket. i can't remember how much (damn short term memory loss) and it seems to work... i'm in the process now of finding stainless bolts for my newly coated and bling-d header.