I would strongly NOT recommend it, if you expect your headers to last any length of time at all. The Bassani 03 midlengths come Jet Hot Coated, and that's about all the rust protection you could hope for. I have seen some posted instances of this coating flaking off also, which makes the fact that these headers are mild steel a bad mix.
I perforated a set of chromed steel headers within one year after wrapping them in heat tape.
I would not wrap the headers, not if you want to last any amount of time. I had several mustangs before my cobra with long tubes, and once you wrap them the header warranty is lost and with the added heat and trapped moisture they rust in no time. Todays coatings are pretty good. If you really want a good coating buy a good set of heavy wall headers and send them to SWAIN Tech in New York to have their ceramic coating baked on. They put their coatings on headers and PISTONS, and internal engine components for NASCAR team motors. It's about $300.00 to have a set of long tubes coated inside and out.