Ceramic coating will continue to cure when first run, but you don't want to put too much heat into them.

You don't want to run freshly coated headers on a new engine that is still breaking in.  New engines develop a lot of heat as parts develop a wear pattern.

Same if you are working through some tuning issues.  A lean condition causes excessive Exhaust Gas Temperature (EGT).

Best case is to break in and get your tune worked out before coating your headers or run an old set of headers.

There is absolutely NO CURING required to bright ceramic headers when you get them.  The only reason the coaters and manufacturers are telling you to cycle the headers is to prevent you from destroying the finish.  Running bright ceramic headers on an engine that is too lean, too fat or out of time will kill the finish in minutes.

Further, if the headers dull as a result of exposed temps it is pointless to try and polish them as they will continue to dull.  Dulling as a result of oxidation is something different.  Since this finish is essentially raw polished aluminum Its a good idea to polish them with NON ABRASIVE polish once or twice a season to keep them looking nice.