Re: 'Yes, there are no o-rings on my pipe, but I don't know if that is normal or not. If there are supposed to be o-rings in those groves, then they would be some of the thickest o-rings that I have ever seen.'
There are supposed to be o-rings in those grooves...that is how the pipe seals to the cylinder.
Although...they don't usually work that great, thus the silicon idea. I wouldn't say the rings are necessary-or-die, but my choice is to use them, seal or not, as a cushion between steel (pipe) and aluminum (cylinder).
THAT said having never seen a Bill's pipe on a KDX. I could not say they are NOT different. Still...having a sealed exhaust system in a 2-stroke is very important to engine tune and performance. Any leaks will compromise. IF the Bill's pipe does not HAVE o-rings that is rather stupid.
Re: '.. Line up the pipe and bolt it on. Hook up the springs..'
That's a good way to have a leak.
Put the springs on
first...THEN tighten the mounts, watching for inordinate headpipe movement. It's not having the mounts 'right' that determine if the pipe fits...it's having the headpipe
seated in the exhaust port...which isn't going to happen if it can't move...which it can't if the bolts are tight (or sometimes even if just hooked up!).
I suppose others have a different sequence of doing it. We know they are simply wrong.
It is conceivable, having maybe a tweaked pipe, that the head/cylinder joint is completely goobered if the mounts are lined up. Conversely, if the pipe is
seated in the cylinder, the mounts may well be impossible to bolt up.
It doesn't take that much of a hit to tweak a pipe, either.
Good luck!