How far do the slots go down the Dyna.
Are there enough slots to Allow the clamp to crush it down to the header?
Is your clamp a T Clamp?
http://idealtridon.com/aftermarket/t-bolts/The usual headache is where you are, I think. Others have been making shims and using high temp pooky to get it sealed.
I wonder if lead would work..
You're not wrestling with it on the bike I hope..From what you have said, you're not..
If your clamp squeezes the end of the Dyna down but the edges of slotted area come together before it's crushed down, snot gonna seal.
I would have it off and put the clamp on it and see what happens without a header pipe in it.
The slots are probably long enough to make a good connection, but you might need to widen the slots a bit.