My friend's forester has the same problem, completely bone stock, header headshields. Since they were seam welded, what we decided to do was lightly tap some of the sections with a ball peen hammer to bend them JUST a little. It makes a lot better, and we're thinking about giving it another love tap to see if we can't silence it. You could always remove the heatshielding but it does more than shield other parts, it keeps the exhaust nice and hot for exhaust scavenging.
I'm gonna say you won't take a hammer to it (I wouldn't do it to my car), but it might be worth trying to take it to a dealer. They might do a little something for nothing out of pocket.
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-Phil
"Since one of my brake light bulbs just went out, the forum told me that my piston rings are about to blow."
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