You can't have heat with "J" pipes.   You must have put your original "Heat Ex." back on. If you are choking on oil fumes/ gas fumes, the heat ex's  must have rust holes, cracks, exhaust port gaskets leaking, sheet metal  rusted out where the muffler connects to the heat ex's or worse yet gas/oil leaks in the engine comp. where the fan sucks the fumes in and blows them into the heater ex's. Leaky valve cover gaskets, outer push rod tubes seals can drip into the heat ex's via rust holes.
      If the heat ex's are the problem, try to repair them or replace them with good used orig ones if you can find them.  The "new" after market and expensive heat ex's  suck.  They don't up fit good and they don't have the alumn. fin'd stove inside the sheet metal cover so much less heat is generated. A header won't help you because you loose some heat due to not having the upper heat Ex.  ( where the paper pipes connect)
     You need really good heat ex's and a high quality muffler( can we say German) and a engine that doesn't leak oil all over the place( I know thats hard to imagine on a Air-cooled VW but it does happen) or just simply roll your window down and stick your head out the window or wear a gas mask. :lol:
      Welcome to your first winter with our loveable little Bugs. :?
      I don't know why we subject ourselves to this kind of abuse. I guess its Love :lol:  :lol:

You may want to be carefull what you block off, it could lead to overheating of that bank of the engine.  I have read that even blocking the heater flanges on the fan shroud completly is not recommended, plus if you remove or block the air the the heater box it will get too hot..just something to think about.  I had a Corvair years ago that would blow some of the hottest heat I have ever had in a car, but more than 2 minutes of it would choke anyone!!! Stupid oil leaks....or was it exhaust???! :roll:  :lol: