Thats the whole point of "softening" the gaskets. They compress much better this way, so after a few tightening's they are good to go... yes these bolts back out but its not only because of the gaskets. Constant heating/cooling cycles/vibrations and stress on the header cause them to back out.
Not that my way is better than anyone elses, to each his own... It works for me and now that I've installed the clips, I have no loose bolts.