This is what Sonex told me about the head gaskets:
Regarding the head gaskets, there is no way the heads will seal properly without the copper gasket in place. Do not attempt to run the engine without head gaskets in place.
I'm not sure I completely agree, but I do use the gaskets.
I imagine that without the gaskets, the cylinders will dig into the aluminum a little and might become more prone to leaking especially after removing and reinstalling the heads.