Hmmm...
Variety of experiences here, so let me add mine to confuse things further:
When I used stainless bolts they always galled - I had to snap them off and replace them every time. I switched to Grade 5 bolts and no more problems.
Self-locking nuts also seemed to cause the same problem. Not the Nylocks
but the ones that are solid steel and deformed slightly to grip the bolt.
So now I just use a regular nut and lock washer and they seem to work fine.
The worst of the problem seemed to occur when there was an exhaust leak at the flange. The exhaust hitting the bolt(s) directly - or maybe it was the increased vibration - when the leak started seemed to lock them up quite well.
Using solid copper gaskets made the leaking problem go away.
Tom