I'm surprised no one else answered this.
Are you using any gasket sealer?
What I have had to do on several MMs to get the head gasket to seal (keep the water and oil in their places) is to put a thin bead of permatex #2 around each water port and the pushrod passages and another thin bead all the way around the outside edge top and bottom sides to get the head gasket to hold back both the water and oil. Do not get any sealer on the rings around the cylinders or it will blow as soon as the sealer burns out.
One old timer said to use Indian Head gasket shellac. (if only I could find it.)
There is also a product called copper kote that someone recommended.
Take this for what its worth. I have been told in the past that head gaskets are supposed to be put on dry and have had good success with most automotive and small engine head gaskets.