The exhaust gaskets could be removed fairly easily even if they are 30 + years old with a flat head screw driver. They are a soft copper. Mine didn't want to come out, but I split them with the screw driver and they pealed out after some persuasion. I agree that you might be burning some oil as the valves, over 30 year, do wear. I would guess that you had smoke prior to the replacement of the exhaust, but it exited through your mufflers, now that you no longer have a tight seal at the header, you are seeing the smoke.
I would try to replace the exhaust gaskets again; they will cost you about 3 bucks a piece. It is always recommended that you replace the exhaust gaskets even if you just pull of the headers to remove the engine, etc. Once they “crush” you will never get a true seal again.
Did you re-torque the header after you brought it up to temperature? It is recommended that after you install new headers, run the bike, get it up to operating temps, and then once cool again; re-torque the header bolts to recommended specks.
I did this on my bike, and you could not believe how much more the bolts needed tightening.
I also recommend that you coat the bolt threads with anti-seize, it will make future removal a hassle free job.
Most of these sohc4s burn some oil, it shouldn’t be a big problem, but a valve job is in your future. My current engine burned some oil prior to the new valves.
Sparty