Yup been there, my car spat out header gaskets for years untill I found other ways to relieve backpressure(ie.bigger turbos and dp's) These cars have the potential to make ALOT of backpressure inside the headers and up to the turbo, leaks are just like flushing effeciency down the tube. The best way I have found to find the leaks is to use a mechanics stethoscope. Just idle the car in the drive and probe around. Watch your ears, you'll know when you found a leak.
Byron