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Make sure the surfaces are true. Use a file to get them flat and clean. Use some copper RTV for exhaust systems on both sides of the gasket. Don't goop it on. A thin layer is enough. I always used the metal impregnated gaskets because they lasted a lot longer. I have since switched to Percy's aluminum collector gaskets, they are much better. If you need to you can double the gaskets but use RTV between them.
Copper RTV works.. I had the same problem.... I will soon be switching to Sanderson's as they have thicker flanges and I won't constantly be tightening them down at the heads. Will also give me about 2 extra inches of ground clearance..
I've tried about everything on mine, I even warped a set of Soft aluminum ones so the 3" hole looked like an egg when I pulled it out, weired. I just use cheapies and replace them all the time now, now can do both collectors in under 5 minutes. One of these days I'll figure out what's going on there.