when I had Ebay headers on my 328ci, I used VHT's ceramic coating spray paint. Prepped with lightly sanding then cleaning thoroughly, then applied several coats of the product. Baked them in an oven of a house I was moving out of up to the highest temperature that oven would allow and they just barely fit in the oven. Installed after that, and the coating lasted for the length of ownership of the car for me, about 1 1/2 years.
The only fear I'd have is coating the insides and then it flaking off and clogging up catalytic converts if you add them downstream.
the point of this post, if you buy the 100 dollar ebay headers and want to coat them the VHT spray paint worked well for me and added 8 dollars to my cost.
05 ZHP, Epic tuned s54, Euro headers+Sect.1, Dinan 3.91 and a lot of other things