3W Fun Xtra - Aaarghhh!!
Managed to get the broken bolt out. I re-drilled the hole slightly larger, tapped it for 8-32 threads, and the header mounted on the first try like it should have in the first place.
Interestingly, I was going to try tapping it for the original size bolt. When I went to the hardware store, the other bolt (the one I didn't break) appeared to be a M4 bolt, but was very slightly loose on an M4 nut. It didn't fit any other english/metric nuts, clearly the M4 was the best fit and it would screw into the bolt completely. So maybe the problem was slightly off-size bolts, and not with the engine itself.
In any case, the header is installed and I am back to where I was Monday night.
Leonard