I've done it. There are no bolts, actually, there are studs that stick out of the engine. You tighten nuts down onto your exhaust flanges to hold your headers in place. What I suggest you do is drill the nuts, two on the rightmost exhaust header and two on the left. Then you wire them to eachother.
(another option is to drill through the end of the header stud and wire these, thus stopping a nut from coming loose, but that requires drilling the studs while they are on the bike, more difficult than taking the nuts off and drilling those in a vice or jig).
To drill the nuts, you drill through two adjacent flats, at an angle.... carefully. You should use a center punch to set your entry point, start by going sort of straight in and then as you begin to remove material, lay the drill bit down to the correct angle.
Like this, is the result
Another option is to buy a jig to assist you like
this or
this, but I never did that. But if you think you'll need to do a lot, might make sense.
Also, it appears some companies make predrilled nuts, but that seems silly to me...like this: