It appears to me that no two Stahl headers are the same, their build consistancy can be pretty sloppy. Sometimes they will fit perfectly, another set might rub a little in some spot, etc. Also I think 'shorty' headers that then bolt to downpipes (Hartge?) are a better design anyway, especially for taking apart and re-installing. There are better headers out there, but they're all either hard to find or expensive for the E3/E9 versions. I think Super Sprint makes something too.
That said, the only real problem I've had with mine is a pretty bad fit that's just there from how they were made. I had to heat/bend one of the pipes quiet a bit to get it to stop rubbing against the frame. However, at the same time, a better bracket at the gearbox would have probably been helpful.