I'm sure someone will chime in with a more scientific response, but I remember reading that you are supposed to re-torque the exhaust hardware after a few heat cycles..which I have interpreted as cold.
I believe I have the cheaper version of the same header as you...the MSA paintable 6 to 1(non coated). I have the same tick, and it gets a little louder when the car is at normal operating temperature.
I will contend, however, that I did "lightly" drop the header last year when I had the engine out of the car, so I'm sure my tick is self inflicted.
I have replaced the OEM exhaust hardware with studs from MSA, and I have indeed tightened them while hot...but certainly not very much tighter than they were. It made the tick only barely less noticeable, and preceded go back to the same noise level after another long drive..but again, I probably have a small fracture.
So cold is probably safest, hot is ok as long as you are careful not to put too much pressure on your wrist torque wrench.