O2 sensors and ceramic coated headers

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Well, one thing to keep in mind is that the O2 sensors aren't used on startup and the first few minutes of running.
I don't know what the break in procedure is for the ceramic coating, so I don't know how long you need to run the engine and how hard.
If your tune is good you can run without O2 sensors, they should only be correcting any minor changes from the base maps.

So, you should be able to pull the sensors, break in the headers and then reinstall the sensors.