steve has a good point - most put the bypass pipes on because changing the headers is a pain given that they have cats on them. you have the opportunity to put headers on easy. the engine benefits from having the obstruction (cats) as far downstream as possible.
otherwise, if you can't reflash, try just disconnecting the second set of sensors and hang them under the car - see if you get a cel. some have found that this works. if not, then a second set of bungs is required. you can get expensive sensor foolers (like these:
FVD Brombacher Online Shop - FVD111LAMVER - Oxygen Sensor Extension - EXHAUST → Tuning → Catalytics
or make your own out of a set of spark plug spacers.
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