Who did it on the bike and who removed the headers? I'm thinking you'd have to remove them....
I actually did it both ways. The first time I did it it was in the middle of the winter and I didn't have a garage so I just wrapped them the best I could, it was ok, only got down to the footrests. I just pulled the headers off and redid them, they look so much better that way, not half @ssed. When I did them the second time I wrapped from the bottom up so the overlap grooves would point down. That way road grime and water dosen't bild up in those grooves.
Let my dying thought be that every mile was fun and let my tombstone read,"They never made one fast enough for me."