There's no gasket. The seal is created by the flange of the Y-pipe being pulled over the manifold 'donut' via the bracket with the two bolts.
If you clean/mess with the sealing surface, it can make it harder to get a good seal than if you just leave it alone when taking it apart.
It won't actually be airtight until it goes through a few hot/cold cycles (which is why it's a good idea to re-torque the manifold bracket bolts after a few days or so), but it shouldn't be leaky enough to make any noise or smoke.
If there's nothing wrong with the sealing surfaces, I would suggest getting new bolts (Ford dealers sell them) and/or cleaning up the threads on the manifolds so you can get proper torque on the bolts.
If they still leak when torqued to spec, and you've double and triple checked that there is no issue with the sealing surface on either the Y-pipe or manifold, I would probably suggest wiping down the sealing surfaces, and smearing some of the material from a catalytic converter donut gasket (buy one for the Explorer, it goes between the back of the conveter and the front of the intermediate muffler pipe on an aftermarket exhaust system) on those surfaces to seal them. It's sort of silver/grey and a lot like anti-sieze, so be careful not to get it on anything else and clean up after applying it, before handling the Y-pipe to install.
If that doesn't do it, you're either just not taking the time to properly align the Y-pipe and slowly tighten each bolt to keep everything aligned and even, or something is preventing the brackets from sliding over the flanges to make a seal, like the bolts being old and rusty, in which case you just need new bolts.
A new Y-pipe isn't likely to seal better, if anything the old Y-pipe is the best fit with the original Ford manifolds. The only time you need a new Y-pipe is if the original is damaged or rusted through.
If the leak isn't the Y-pipe/manifold, it's the head/manifold, in which case you just get manifold gaskets.