I'm late to the party on this but I have never checked headspace on my Krags.  I clean the barrel first then I put a cartridge in the rifle, stick the muzzle through a hole in the floor of the old shed and pull the trigger.  From there I just check the case for problems and move on.  I've shot the guns with nary a concern over the years.

Does anyone remember someone posting about a Krag that was splitting cases on reloads? He had solved the problem by wrapping dental floss ahead of the rim, when he fire formed his cases. This prevented the firing pin from driving the case deeper into the chamber. After fire forming he would only neck resize. Essentially he was shooting a cartridge that head spaced on the shoulder instead of the rim.
If I remember right this was more than 5 years ago.

Although I've only been reading up to this point... thought I'd weigh in:  I've never had a headspace issue with any Krag.  Like others, I just fired em and never gave it a second thought (I'm older and wiser now... and do exhibit a smidgen of more sense these days however).   I've also never heard of others having headspace issues.  It's a little more problematic when the cartridge headspaces on the shoulder... but when the cartridge headspaces on the rim, it's usually not a issue.  Krags are plenty strong enough as long as you remain within the acceptable pressures (below 40,000 CUP).  One only needs to read Michael Petrov's test report to feel confident (he tested a Krag to destruction... and it took quite a lot to achieve said destruction!).

Parashooter, Butlersrangers, Mark Daiute, Culpeper, FredC, Dick Hosmer, Madsenshooter, etc. (the list goes on and on) are the true Krag experts here, and their advice is invaluable!  Take it at face value and heed their advice!!!

Oh... and happy Krag shooting always