From a friend and Cobra expert...he wrote a few books on the subject
Make sure to wrap the tail pipes with header wrap where they go up and over the axles. I've seen a few original cars catch on fire from them when they aren't wrapped- ignites the fiberglass trunk pan. Also heats the living heck out of the tires, wheel bearings and brakes, etc. The more heat you can keep out of the wheelwell the better.