Too rich on the cruise side, you're continuing the burn outside the cylinder into the header. More fuel + More timing to compensate = More heat in the exhaust. Engine temps should be ok though. If you lean it out too much and or advance the timing too much you will get predetonation. Too little timing and too much fuel will result in high engine temps. Slightly richer is better for breaking in, as you said the dull orange is just right. Thats the fuel/ timing combo to shoot for. The headers show heat because of the thinner metal than the cast manifolds.