A better gasket is certainly a plus (especially when the engine is in the car), but the cure for a warped flange is to re-face it.
You'd be surprised how accurate your eye is for small irregularities, out-of-parallel, etc. and this allows high spots (clean area with full contact, between carbon spots) to be dressed down with a big file.
A header flange is frequently 1 piece for reason that help the manufacturer:
1. cheaper to make
2. 1 less fixture needed while welding
3. helps prevent tubes from bending during shipment
But... the flange may be too strong to conform to the port surface when it's slightly bent or warped. Sometimes partially slitting the flange between ports with a saw helps - not most of the way, but 1/3 of the way up, then 1/3 of the way down, 1" apart, etc.
