If you are in competition my advise is ALWAYS use a header. A few years ago I had my Shetland mare showing in driving at Congress (our biggest show of the year) The trainer that I had drive her insisted he did not need a header. So I said okay. Well on the last lap part of her bridle came unhooked. He should have asked for a timeout and if he had a header they could have fixed it. Anyway they went to the center of the ring and went to back for the judge and she didnt want to back because the bridle was hanging off her head

Again if he had a header when he went to the center of the ring they could have fixed it. She did place but not nearly as well as she would have if he had let me head for him.
Lesson learned for me!