yea unscrew the two nuts that hold the pipes in cut them about half inch long and get two nickles one for each hole.. stick it in there and screw teh nut back on decently tight.. if you have some, put some high temp silicone on the end of the two nuts.. that will seal it up perfectly

 

or could i just buy an aftermarket header?

 

no all headers i know about have the bung for it welded on. as well as the o2 bung.