I had to do this on a set of Hookers that I have. Not terribly fun. One thing that I did that I think helped was to heat the area up with a propane torch prior to beating with a hammer. I too used a sturdy piece of pipe to create the dimple, it actually works pretty well. It is really frustrating when you have to do this to a brand new set of headers, especially when you pay such good money for them in the first place. My headers had the ceramic coating that I was afraid I would hurt, but that stuff is tough, stayed bonded and is still intact today.
69 SS, ZZ430 Look-alike, Tremec TKO, Hotchkis Suspension