After 5 or 6 custom header images, notice how long the selection list gets when viewed:

Click to view attachment

I would like to suggest that there is a facility to group the Custom Headers into categories, to make the list more manageable and easier to select on screen.

Or perhaps if you have the Gallery installed, you can make a Blog Header Category, then create Albums inside in which to group and link to your Custom Headers. The albums would form respective categories. Food for though?