Just do not remove your old kernel/initramfs, as well as grub.conf entry. If something will go wrong you can boot with old kernel and fix things.
Regarding kernel modules, they are located under /lib/modules directory and seperated by kernel versions, so they cannot be messed.
Code:
ls -l /lib/modules
total 8
drwxr-xr-x 4 root root 4096 dec 20 22:16 3.16.5-gentoo
drwxr-xr-x 4 root root 4096 dec 29 21:21 3.17.7-gentoo
every kernel has it's own modules set, for me it is 3.16.5 and 3.17.7 kernels.
I suspect the same for kernel headers, but not sure.
There are two paths where kernel headers might be located. The first is aforementioned /lib/modules/<kernel-version>/build/include/. And the second is /usr/src/linux-<version>/include.
You may check these locations for headers presence