I've run one set of "Jet Hot" ceramic coated headers. The coating didn't last long because of the environment I live in (very hot and humid year round). But you do have a point when it comes to "BREAK IN". In your case, if you're not going to run the car in the streets very long before you swap to headers i would just get a good angle flair (non-bell) on the pipes. It should seal OK for break in. The muffler shops run a regular angle flair on the magnum type manifolds and they do seal for the most part. I don't like the non-bell flair because I've seen how well the "bell" flair seals.
In your case, you're not looking for a long term solution using the cast iron manifolds so it's not so important that you get a great "long lasting" seal.
Treblig