it can be done with air and a lil heat, but you run the risk of blowing it out if done wrong. Not much air is needed due to the heat causing expansion in the pipe, but regaurdless I would try the freezing first. Ive done it with dirtbike pipes numourous times and the process should work with our headers also.
Air and heat also discolor the pipe so a good polish would need to be done to get rid of the blueing produced by the heat.
Heat and a cold wet rag also work well for pulling dents in thin sheet metal also.....not sure if this process would pull a dent in a pipe but I know it works on body panels.