Welcome
@Josh from one of the Aussies,
The Carpenter system is mostly stainless steel and can be welded but the flange from the head is most likely Aluminium and not compatible for welding to stainless steel.
If you want to cool the header down you might want to coincided having the bike Dyno tuned.
Also Stainless steel is naturally hotter and retains heat a bit longer than mild steel.
Wrapping the headers would be the most effective and cheapest way to reduce the heat on your leg. I have CES header pipes on one of my four R3s and the heat is not really noticeable.