Hey spyder,
From my header install experience, I had to partially wrap my passenger side header out of necessity more than anything else----it helped with some of the vibration / resonance that I was experiencing. I still have some, but overall it has helped tremendously. It is a pain to wrap them when they're already installed, so if you do decide to do it, it would definitely save you some time to wrap them while they aren't on the car.
Enjoy!