The nuts should be self-locking nuts or nuts with lock washers. Whatever they are, they shouldn't loosen.
Do you have a complete seal, then the nuts loosen, and the gasket starts leaking, or do you have a partial seal, the gasket burns away, then the nuts loosen?
If the sealing surfaces on the manifold or flange are screwed up you might have to get creative with a double gasket or something else. I've made a good seal with a gasket wrapped in crinkled up aluminum foil and I've also cut the center rings out of a gasket to make a double seal under an uncut gasket.
Might help to torque the nuts before you mount the rest of the pipe also, if the pipe is bent. Or straighten the pipe so that everything is aligned for sealing. They're often bent from curb, rock or speed bump scraping.